+660.5%
KGC vs NWSA
+149.4%
+511.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -5.6% | -2.8% | -2.8% | -5.1% |
| 30D | +6.1% | +3.0% | +3.1% | +5.6% |
| 3M | +17.3% | +12.3% | +5.0% | +14.5% |
| 6M | -10.3% | +21.9% | -32.1% | -13.9% |
| YTD | +3.9% | +13.6% | -9.7% | +0.7% |
| 1Y | +25.7% | +0.5% | +25.3% | +24.8% |
| 3Y | +526.0% | +43.8% | +482.2% | +475.9% |
| 5Y | +455.5% | +41.2% | +414.3% | +403.3% |
| All | +660.5% | +149.4% | +511.2% | +589.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling