+451.7%
KGC vs NWSA
+39.0%
+412.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -8.4% | -4.8% | -3.7% | -7.1% |
| 30D | +6.3% | +3.0% | +3.4% | +5.5% |
| 3M | +22.4% | +9.3% | +13.1% | +18.9% |
| 6M | -11.4% | +23.2% | -34.6% | -17.3% |
| YTD | +3.1% | +13.3% | -10.2% | -1.7% |
| 1Y | +26.6% | +2.9% | +23.7% | +24.3% |
| 3Y | +525.6% | +43.3% | +482.3% | +438.4% |
| 5Y | +451.7% | +40.9% | +410.8% | +376.6% |
| All | +451.7% | +39.0% | +412.6% | +376.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling