+523.1%
KGC vs NWSA
+127.4%
+395.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.0% |
| 7D | -1.3% | -1.9% | +0.6% | -0.9% |
| 30D | +20.3% | +4.6% | +15.7% | +19.2% |
| 3M | +8.1% | +13.2% | -5.1% | +5.4% |
| 6M | -8.8% | +27.0% | -35.8% | -12.9% |
| YTD | +10.1% | +16.8% | -6.8% | +6.4% |
| 1Y | +44.2% | +4.5% | +39.7% | +42.1% |
| 3Y | +533.0% | +46.2% | +486.8% | +483.6% |
| 5Y | +443.0% | +40.9% | +402.1% | +395.3% |
| 10Y | +678.6% | +145.1% | +533.4% | +556.8% |
| All | +523.1% | +127.4% | +395.7% | +448.4% |
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