-4.3%
KGC vs WYNN
-32.5%
+28.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.1% | +1.4% | +5.4% |
| 7D | -6.8% | +15.4% | -22.2% | -11.1% |
| 30D | -9.2% | +6.8% | -15.9% | -11.1% |
| 3M | -9.1% | -15.4% | +6.3% | -4.4% |
| 6M | -25.7% | -20.0% | -5.7% | -20.8% |
| YTD | -23.6% | -31.0% | +7.4% | -14.1% |
| 1Y | -4.3% | -31.5% | +27.2% | +5.8% |
| All | -4.3% | -32.5% | +28.2% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling