-4.3%
KGC vs WAT
+32.9%
-37.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.1% |
| 7D | -6.8% | -1.9% | -4.8% | -6.3% |
| 30D | -9.2% | +6.2% | -15.4% | -10.2% |
| 3M | -9.1% | +18.1% | -27.2% | -12.2% |
| 6M | -25.7% | +54.9% | -80.5% | -30.3% |
| YTD | -23.6% | +23.1% | -46.7% | -28.8% |
| 1Y | -4.3% | +27.3% | -31.6% | -11.4% |
| All | -4.3% | +32.9% | -37.2% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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