+93.0%
KGC vs WU
-22.9%
+115.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.4% | -3.3% |
| 7D | -4.1% | -5.3% | +1.2% | -3.0% |
| 30D | -11.6% | +9.0% | -20.7% | -13.4% |
| 3M | -24.5% | -3.6% | -21.0% | -24.1% |
| 6M | -34.6% | -19.4% | -15.2% | -32.1% |
| YTD | -26.2% | -21.7% | -4.5% | -23.3% |
| 1Y | -20.1% | -16.1% | -4.0% | -18.3% |
| 3Y | +312.4% | -24.1% | +336.5% | +322.3% |
| 5Y | +224.9% | -44.1% | +269.1% | +253.8% |
| 10Y | +608.7% | -39.6% | +648.4% | +620.4% |
| All | +93.0% | -22.9% | +115.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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