+20.1%
WMB vs KGC
-20.4%
+40.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +0.6% |
| 7D | +8.1% | -4.1% | +12.2% | +7.9% |
| 30D | -6.9% | -11.6% | +4.8% | -6.9% |
| 3M | -5.1% | -24.5% | +19.4% | -5.6% |
| 6M | -5.7% | -34.6% | +28.8% | -5.9% |
| YTD | +18.1% | -26.2% | +44.2% | +16.3% |
| All | +20.1% | -20.4% | +40.5% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling