+5.3%
WMT vs KGC
+28.2%
-23.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.7% | +1.4% |
| 7D | 0.0% | -5.6% | +5.6% | -0.1% |
| 30D | -7.4% | +6.1% | -13.6% | -7.3% |
| 3M | -10.9% | +17.3% | -28.2% | -10.6% |
| 6M | -12.7% | -10.3% | -2.4% | -12.6% |
| YTD | -3.2% | +3.9% | -7.1% | -2.8% |
| 1Y | +5.3% | +25.7% | -20.5% | +6.2% |
| All | +5.3% | +28.2% | -23.0% | +6.2% |
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