-19.5%
NOW vs KGC
+329.2%
-348.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.2% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -26.8% | -8.8% | -17.9% | -26.1% |
| 3M | -19.4% | -21.1% | +1.6% | -18.0% |
| 6M | +12.3% | -32.3% | +44.6% | +15.3% |
| YTD | -32.9% | -23.5% | -9.5% | -32.2% |
| 1Y | -40.3% | -15.0% | -25.3% | -40.3% |
| All | -19.5% | +329.2% | -348.7% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling