+552.0%
KGC vs WAB
+168.6%
+383.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.6% |
| 7D | +2.4% | +1.7% | +0.8% | +1.8% |
| 30D | +9.2% | -2.4% | +11.6% | +10.3% |
| 3M | +16.7% | +9.7% | +7.1% | +11.8% |
| 6M | -7.0% | +16.5% | -23.5% | -12.6% |
| YTD | +7.5% | +33.7% | -26.2% | -3.1% |
| 1Y | +34.4% | +49.7% | -15.3% | +17.4% |
| 3Y | +552.0% | +170.9% | +381.0% | +372.9% |
| All | +552.0% | +168.6% | +383.4% | +372.9% |
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