+328.7%
KGC vs WAB
+175.0%
+153.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.6% | -6.5% |
| 7D | +8.0% | +4.0% | +4.0% | +6.1% |
| 30D | -9.3% | +6.3% | -15.6% | -11.8% |
| 3M | -21.3% | +3.3% | -24.6% | -22.6% |
| 6M | -31.5% | +14.5% | -46.0% | -35.7% |
| YTD | -23.2% | +42.7% | -65.9% | -33.0% |
| 1Y | -15.0% | +45.2% | -60.2% | -26.2% |
| 3Y | +328.7% | +173.8% | +155.0% | +176.0% |
| All | +328.7% | +175.0% | +153.7% | +176.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling