+25.7%
KGC vs WYNN
-28.3%
+54.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -5.6% | -4.2% | -1.4% | -4.7% |
| 30D | +6.1% | -14.6% | +20.8% | +9.8% |
| 3M | +17.3% | -18.4% | +35.7% | +22.5% |
| 6M | -10.3% | -11.9% | +1.6% | -8.1% |
| YTD | +3.9% | -26.6% | +30.4% | +9.5% |
| 1Y | +25.7% | -28.5% | +54.3% | +33.2% |
| All | +25.7% | -28.3% | +54.1% | +33.2% |
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