+206.1%
KGC vs GWRE
+749.2%
-543.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.8% |
| 7D | -0.1% | -26.2% | +26.1% | +2.7% |
| 30D | +10.5% | -17.8% | +28.2% | +12.3% |
| 3M | +19.8% | +14.2% | +5.5% | +17.4% |
| 6M | -6.7% | -12.9% | +6.2% | -6.4% |
| YTD | +7.8% | -29.2% | +37.0% | +10.1% |
| 1Y | +35.7% | -44.4% | +80.1% | +42.2% |
| 3Y | +553.7% | +51.1% | +502.6% | +514.4% |
| 5Y | +461.7% | +16.5% | +445.2% | +428.2% |
| 10Y | +710.2% | +131.6% | +578.6% | +638.1% |
| All | +206.1% | +749.2% | -543.1% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling