+44.2%
KGC vs WYNN
-26.4%
+70.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | -3.9% | +2.6% | -0.4% |
| 30D | +20.3% | -9.3% | +29.6% | +22.8% |
| 3M | +8.1% | -11.4% | +19.5% | +10.8% |
| 6M | -8.8% | -11.0% | +2.2% | -6.9% |
| YTD | +10.1% | -23.4% | +33.4% | +15.0% |
| 1Y | +44.2% | -24.8% | +69.0% | +51.9% |
| All | +44.2% | -26.4% | +70.6% | +51.9% |
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