-33.5%
WDAY vs KGC
+226.6%
-260.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +1.8% | -6.7% | +8.5% | +2.4% |
| 30D | +4.1% | -6.7% | +10.7% | +4.5% |
| 3M | -4.8% | -22.6% | +17.7% | -3.1% |
| 6M | +68.6% | -33.4% | +102.1% | +73.7% |
| YTD | -8.5% | -26.0% | +17.5% | -8.5% |
| 1Y | -12.1% | -18.3% | +6.2% | -13.5% |
| 3Y | -13.2% | +315.8% | -329.0% | -39.3% |
| All | -33.5% | +226.6% | -260.2% | -52.5% |
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