+25.7%
KGC vs NWSA
+3.0%
+22.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -5.6% | -2.8% | -2.8% | -5.5% |
| 30D | +6.1% | +3.0% | +3.1% | +6.3% |
| 3M | +17.3% | +12.3% | +5.0% | +16.6% |
| 6M | -10.3% | +21.9% | -32.1% | -11.5% |
| YTD | +3.9% | +13.6% | -9.7% | +0.9% |
| 1Y | +25.7% | +0.5% | +25.3% | +23.5% |
| All | +25.7% | +3.0% | +22.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling