+710.2%
KGC vs WAT
+156.2%
+554.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.1% | -1.8% | +1.7% | +0.2% |
| 30D | +10.5% | -1.7% | +12.2% | +10.8% |
| 3M | +19.8% | +9.1% | +10.7% | +18.4% |
| 6M | -6.7% | +32.4% | -39.1% | -10.2% |
| YTD | +7.8% | +6.6% | +1.2% | +6.3% |
| 1Y | +35.7% | +34.7% | +1.0% | +29.4% |
| 3Y | +553.7% | +53.6% | +500.1% | +500.0% |
| 5Y | +461.7% | -4.1% | +465.8% | +432.0% |
| 10Y | +710.2% | +167.9% | +542.3% | +637.0% |
| All | +710.2% | +156.2% | +554.0% | +637.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling