+526.0%
KGC vs NTRS
+168.2%
+357.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -5.6% | +1.4% | -7.0% | -5.9% |
| 30D | +6.1% | -0.7% | +6.8% | +6.2% |
| 3M | +17.3% | +11.3% | +6.0% | +14.6% |
| 6M | -10.3% | +35.5% | -45.8% | -15.9% |
| YTD | +3.9% | +40.6% | -36.7% | -3.3% |
| 1Y | +25.7% | +49.2% | -23.5% | +15.9% |
| 3Y | +526.0% | +167.2% | +358.7% | +385.7% |
| All | +526.0% | +168.2% | +357.8% | +385.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling