+292.6%
WDAY vs KGC
+133.3%
+159.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -5.3% | +0.2% | -5.5% | -5.3% |
| 30D | +1.5% | -8.8% | +10.4% | +2.0% |
| 3M | +5.5% | -21.1% | +26.5% | +6.6% |
| 6M | +57.4% | -32.3% | +89.8% | +60.2% |
| YTD | -11.0% | -23.5% | +12.5% | -10.7% |
| 1Y | -15.8% | -15.0% | -0.8% | -16.2% |
| 3Y | -16.9% | +327.5% | -344.4% | -26.8% |
| 5Y | -35.3% | +244.3% | -279.5% | -43.2% |
| 10Y | +131.0% | +634.8% | -503.7% | +100.1% |
| All | +292.6% | +133.3% | +159.3% | +248.8% |
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