+616.1%
KGC vs WYNN
+1,177.3%
-561.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -4.0% |
| 7D | -8.4% | -3.4% | -5.0% | -8.0% |
| 30D | +6.3% | -15.4% | +21.8% | +8.7% |
| 3M | +22.4% | -15.8% | +38.2% | +25.1% |
| 6M | -11.4% | -13.5% | +2.1% | -9.9% |
| YTD | +3.1% | -26.0% | +29.1% | +6.9% |
| 1Y | +26.6% | -27.4% | +54.0% | +31.3% |
| 3Y | +525.6% | -3.7% | +529.3% | +515.7% |
| 5Y | +451.7% | -9.8% | +461.4% | +435.2% |
| 10Y | +675.3% | +1.1% | +674.2% | +566.5% |
| All | +616.1% | +1,177.3% | -561.2% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling