+302.1%
WDAY vs KGC
+235.4%
+66.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.3% |
| 7D | -4.4% | -1.3% | -3.1% | -4.3% |
| 30D | +14.7% | +20.3% | -5.5% | +13.5% |
| 3M | +32.4% | +8.1% | +24.3% | +31.6% |
| 6M | +36.9% | -8.8% | +45.6% | +37.0% |
| YTD | -8.8% | +10.1% | -18.9% | -10.2% |
| 1Y | -15.3% | +44.2% | -59.5% | -18.3% |
| 3Y | -21.2% | +533.0% | -554.2% | -32.0% |
| 5Y | -29.5% | +443.0% | -472.5% | -39.5% |
| 10Y | +120.0% | +678.6% | -558.5% | +88.2% |
| All | +302.1% | +235.4% | +66.7% | +250.9% |
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