+445.9%
KGC vs WYNN
-11.0%
+456.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -5.6% | -4.2% | -1.4% | -4.9% |
| 30D | +6.1% | -14.6% | +20.8% | +9.2% |
| 3M | +17.3% | -18.4% | +35.7% | +21.6% |
| 6M | -10.3% | -11.9% | +1.6% | -8.4% |
| YTD | +3.9% | -26.6% | +30.4% | +9.3% |
| 1Y | +25.7% | -28.5% | +54.3% | +32.5% |
| 3Y | +526.0% | -5.1% | +531.1% | +509.1% |
| All | +445.9% | -11.0% | +456.9% | +396.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling