+47.6%
KGC vs WAT
+10,816.8%
-10,769.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 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