+47.6%
KGC vs WAB
+4,092.2%
-4,044.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | +20.3% | -4.4% | +24.7% | +21.1% |
| 3M | +8.1% | +7.9% | +0.2% | +6.7% |
| 6M | -8.8% | +8.7% | -17.5% | -9.9% |
| YTD | +10.1% | +33.0% | -22.9% | +5.4% |
| 1Y | +44.2% | +46.7% | -2.4% | +36.1% |
| 3Y | +533.0% | +153.0% | +380.0% | +448.5% |
| 5Y | +443.0% | +222.3% | +220.7% | +353.3% |
| 10Y | +678.6% | +291.0% | +387.6% | +504.6% |
| All | +47.6% | +4,092.2% | -4,044.6% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling