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  • KGC vs WAT✓SelectedUSD · WATKGC vs WAT performance historyLatest closeAs of-2.28%09/04
Stock and ETF performance explorer

KGC vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+47.6%
WAT return
+10,816.8%
Excess return
-10,769.2%
Maximum drawdown
-96.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-2.3%-1.0%-1.3%-2.2%
7D-1.3%-1.3%0.0%-1.2%
30D+20.3%+2.3%+17.9%+20.1%
3M+8.1%+8.7%-0.7%+7.3%
6M-8.8%+28.3%-37.1%-10.8%
YTD+10.1%+7.8%+2.3%+9.0%
1Y+44.2%+36.6%+7.6%+39.9%
3Y+533.0%+45.7%+487.4%+505.3%
5Y+443.0%-3.3%+446.3%+433.1%
10Y+678.6%+162.1%+516.5%+605.3%
All+47.6%+10,816.8%-10,769.2%+16.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling