+660.5%
KGC vs NTRA
+3,199.2%
-2,538.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -5.6% | +0.2% | -5.9% | -5.7% |
| 30D | +6.1% | +4.1% | +2.0% | +5.8% |
| 3M | +17.3% | +50.0% | -32.7% | +13.1% |
| 6M | -10.3% | +67.3% | -77.6% | -14.4% |
| YTD | +3.9% | +43.6% | -39.7% | +0.2% |
| 1Y | +25.7% | +89.2% | -63.5% | +18.7% |
| 3Y | +526.0% | +502.5% | +23.4% | +440.9% |
| 5Y | +455.5% | +173.8% | +281.7% | +378.0% |
| All | +660.5% | +3,199.2% | -2,538.7% | +601.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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