+26.6%
KGC vs WAB
+47.7%
-21.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.4% | -0.2% | -8.2% | -8.3% |
| 30D | +6.3% | -5.9% | +12.2% | +10.4% |
| 3M | +22.4% | +9.4% | +13.1% | +12.7% |
| 6M | -11.4% | +13.8% | -25.3% | -20.5% |
| YTD | +3.1% | +31.8% | -28.6% | -13.9% |
| 1Y | +26.6% | +48.5% | -21.9% | +1.7% |
| All | +26.6% | +47.7% | -21.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling