+6.4%
KGC vs WAT
+12,102.7%
-12,096.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.9% |
| 7D | +10.5% | -1.1% | +11.6% | +10.6% |
| 30D | -4.1% | +5.0% | -9.0% | -4.5% |
| 3M | -13.1% | +14.5% | -27.6% | -14.1% |
| 6M | -27.5% | +30.9% | -58.5% | -29.2% |
| YTD | -20.7% | +20.5% | -41.2% | -22.3% |
| 1Y | -6.1% | +23.3% | -29.4% | -8.1% |
| 3Y | +318.6% | +81.5% | +237.1% | +292.8% |
| 5Y | +289.9% | +33.4% | +256.6% | +273.7% |
| 10Y | +501.8% | +231.5% | +270.3% | +435.4% |
| All | +6.4% | +12,102.7% | -12,096.3% | -16.9% |
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