+287.9%
WDAY vs KGC
+133.9%
+154.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.4% |
| 7D | -4.6% | +8.0% | -12.6% | -5.0% |
| 30D | +1.2% | -9.3% | +10.5% | +1.7% |
| 3M | +2.6% | -21.3% | +23.9% | +3.7% |
| 6M | +47.8% | -31.5% | +79.3% | +50.2% |
| YTD | -12.1% | -23.2% | +11.2% | -11.8% |
| 1Y | -17.1% | -15.0% | -2.1% | -17.5% |
| 3Y | -17.9% | +328.7% | -346.6% | -27.7% |
| 5Y | -35.1% | +262.9% | -298.0% | -43.2% |
| 10Y | +130.1% | +568.9% | -438.8% | +99.6% |
| All | +287.9% | +133.9% | +154.0% | +244.6% |
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