+318.0%
KGC vs NWSA
+97.3%
+220.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.5% | -3.2% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -11.6% | -11.3% | -0.3% | -9.9% |
| 3M | -24.5% | -8.1% | -16.5% | -23.6% |
| 6M | -34.6% | -0.7% | -33.9% | -34.9% |
| YTD | -26.2% | +1.3% | -27.5% | -27.0% |
| 1Y | -20.1% | -1.3% | -18.8% | -20.7% |
| 3Y | +312.4% | +28.4% | +284.0% | +288.2% |
| 5Y | +224.9% | +15.3% | +209.6% | +205.4% |
| 10Y | +608.7% | +142.7% | +466.0% | +499.4% |
| All | +318.0% | +97.3% | +220.8% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling