-40.7%
NOW vs KGC
-8.9%
-31.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.5% |
| 7D | -3.1% | +11.1% | -14.2% | -4.1% |
| 30D | -27.0% | -3.7% | -23.3% | -26.9% |
| 3M | -17.7% | -17.2% | -0.5% | -17.1% |
| 6M | +12.7% | -27.3% | +40.0% | +13.3% |
| YTD | -32.9% | -18.5% | -14.4% | -33.0% |
| All | -40.7% | -8.9% | -31.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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