+660.5%
KGC vs NBIX
+219.9%
+440.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | +6.1% | -0.2% | +6.3% | +6.2% |
| 3M | +17.3% | -4.0% | +21.3% | +17.6% |
| 6M | -10.3% | +20.6% | -30.9% | -11.4% |
| YTD | +3.9% | +10.1% | -6.3% | +3.1% |
| 1Y | +25.7% | +8.8% | +16.9% | +24.8% |
| 3Y | +526.0% | +42.5% | +483.5% | +509.1% |
| 5Y | +455.5% | +61.5% | +394.0% | +437.0% |
| All | +660.5% | +219.9% | +440.7% | +653.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 10y: compounded portfolio wealth divided by compounded NBIX 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…
10y analysis · Full analysis span regression · 6 months rolling