+623.2%
KGC vs NTR
+97.9%
+525.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -5.6% | -1.3% | -4.4% | -5.4% |
| 30D | +6.1% | +16.8% | -10.6% | +3.0% |
| 3M | +17.3% | +20.7% | -3.4% | +12.8% |
| 6M | -10.3% | +0.5% | -10.8% | -10.9% |
| YTD | +3.9% | +29.2% | -25.3% | -2.0% |
| 1Y | +25.7% | +39.6% | -13.9% | +16.6% |
| 3Y | +526.0% | +37.9% | +488.1% | +475.3% |
| 5Y | +455.5% | +47.1% | +408.4% | +422.2% |
| All | +623.2% | +97.9% | +525.2% | +680.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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