+451.7%
KGC vs NTR
+45.0%
+406.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.6% |
| 7D | -8.4% | -2.5% | -6.0% | -7.7% |
| 30D | +6.3% | +17.0% | -10.7% | +1.4% |
| 3M | +22.4% | +22.2% | +0.3% | +14.8% |
| 6M | -11.4% | +5.2% | -16.6% | -13.7% |
| YTD | +3.1% | +29.7% | -26.5% | -6.1% |
| 1Y | +26.6% | +39.4% | -12.8% | +12.2% |
| 3Y | +525.6% | +38.2% | +487.4% | +446.5% |
| 5Y | +451.7% | +47.6% | +404.0% | +406.3% |
| All | +451.7% | +45.0% | +406.7% | +406.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling