-16.3%
NOW vs KGC
+317.1%
-333.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.7% |
| 7D | -3.0% | +10.5% | -13.5% | -3.9% |
| 30D | -26.0% | -4.1% | -22.0% | -25.7% |
| 3M | -13.1% | -13.1% | 0.0% | -12.2% |
| 6M | +14.5% | -27.5% | +42.1% | +16.7% |
| YTD | -33.4% | -20.7% | -12.7% | -33.0% |
| 1Y | -40.6% | -6.1% | -34.6% | -41.1% |
| 3Y | -16.3% | +318.6% | -334.9% | -24.3% |
| All | -16.3% | +317.1% | -333.4% | -24.3% |
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