+100.5%
WMB vs KGC
+317.1%
-216.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.5% |
| 7D | -13.8% | +10.5% | -24.3% | -14.4% |
| 30D | -10.3% | -4.1% | -6.3% | -10.1% |
| 3M | -10.1% | -13.1% | +3.0% | -9.6% |
| 6M | -11.8% | -27.5% | +15.7% | -10.0% |
| YTD | +8.9% | -20.7% | +29.7% | +8.7% |
| 1Y | +14.0% | -6.1% | +20.0% | +10.8% |
| 3Y | +100.5% | +318.6% | -218.1% | +51.5% |
| All | +100.5% | +317.1% | -216.6% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling