+262.9%
KGC vs WAB
+223.7%
+39.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.8% | -7.6% | -6.6% |
| 7D | +8.0% | +4.0% | +4.0% | +6.0% |
| 30D | -9.3% | +6.3% | -15.6% | -11.9% |
| 3M | -21.3% | +3.3% | -24.6% | -22.6% |
| 6M | -31.5% | +14.5% | -46.0% | -35.8% |
| YTD | -23.2% | +42.7% | -65.9% | -34.1% |
| 1Y | -15.0% | +45.2% | -60.2% | -27.5% |
| 3Y | +328.7% | +173.8% | +155.0% | +169.4% |
| 5Y | +262.9% | +223.8% | +39.1% | +101.6% |
| All | +262.9% | +223.7% | +39.2% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling