-27.2%
NOW vs KGC
+236.1%
-263.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.5% |
| 7D | -1.7% | -4.1% | +2.4% | -1.1% |
| 30D | -27.4% | -11.6% | -15.7% | -26.0% |
| 3M | -19.4% | -24.5% | +5.1% | -16.6% |
| 6M | +13.1% | -34.6% | +47.7% | +18.8% |
| YTD | -34.3% | -26.2% | -8.1% | -32.9% |
| 1Y | -41.8% | -20.1% | -21.6% | -41.3% |
| 3Y | -20.7% | +312.4% | -333.1% | -42.2% |
| 5Y | -27.2% | +224.9% | -252.1% | -42.2% |
| All | -27.2% | +236.1% | -263.3% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling