+298.2%
WBD vs KGC
+486.1%
-188.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.7% |
| 30D | +8.8% | +20.3% | -11.5% | +6.2% |
| 3M | +4.6% | +8.1% | -3.5% | +3.2% |
| 6M | +1.1% | -8.8% | +9.8% | +1.3% |
| YTD | -2.0% | +10.1% | -12.0% | -4.5% |
| 1Y | +140.0% | +44.2% | +95.8% | +125.1% |
| 3Y | +144.4% | +533.0% | -388.7% | +87.8% |
| 5Y | -0.2% | +443.0% | -443.2% | -23.0% |
| 10Y | +9.1% | +678.6% | -669.4% | -24.1% |
| All | +298.2% | +486.1% | -188.0% | +154.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling