+552.0%
KGC vs NWSA
+44.8%
+507.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.5% | -1.9% |
| 7D | +2.4% | -2.6% | +5.1% | +3.1% |
| 30D | +9.2% | +4.6% | +4.7% | +8.3% |
| 3M | +16.7% | +10.2% | +6.5% | +13.9% |
| 6M | -7.0% | +21.6% | -28.6% | -11.7% |
| YTD | +7.5% | +14.6% | -7.2% | +3.1% |
| 1Y | +34.4% | +0.4% | +34.0% | +34.0% |
| 3Y | +552.0% | +45.0% | +507.0% | +446.9% |
| All | +552.0% | +44.8% | +507.2% | +446.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling