+4.2%
WBD vs KGC
+454.1%
-449.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +3.9% | +10.5% | -6.6% | +1.6% |
| 3M | +5.1% | +19.8% | -14.7% | +0.7% |
| 6M | +0.6% | -6.7% | +7.2% | +0.7% |
| YTD | -3.2% | +7.8% | -10.9% | -7.3% |
| 1Y | +127.7% | +35.7% | +92.0% | +103.2% |
| 3Y | +146.6% | +553.7% | -407.1% | +32.7% |
| 5Y | +4.2% | +461.7% | -457.5% | -40.5% |
| All | +4.2% | +454.1% | -449.9% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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