+336.3%
WBD vs KGC
+347.7%
-11.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +707.0% | -689.9% | -4.5% |
| 7D | +17.1% | +707.0% | -689.9% | -4.5% |
| 30D | +17.1% | +707.0% | -689.9% | -4.5% |
| 3M | +17.1% | +707.0% | -689.9% | -4.5% |
| 6M | +17.1% | +707.0% | -689.9% | -4.5% |
| YTD | +17.1% | +707.0% | -689.9% | -4.5% |
| 1Y | +17.1% | +707.0% | -689.9% | -4.5% |
| 3Y | +17.1% | +707.0% | -689.9% | -4.5% |
| 5Y | +17.1% | +707.0% | -689.9% | -4.5% |
| 10Y | +11.8% | +622.5% | -610.7% | -7.8% |
| All | +336.3% | +347.7% | -11.5% | +237.3% |
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