+445.9%
KGC vs NTRS
+93.2%
+352.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -5.6% | +1.4% | -7.0% | -6.0% |
| 30D | +6.1% | -0.7% | +6.8% | +6.2% |
| 3M | +17.3% | +11.3% | +6.0% | +14.1% |
| 6M | -10.3% | +35.5% | -45.8% | -17.2% |
| YTD | +3.9% | +40.6% | -36.7% | -5.0% |
| 1Y | +25.7% | +49.2% | -23.5% | +13.3% |
| 3Y | +526.0% | +167.2% | +358.7% | +370.1% |
| All | +445.9% | +93.2% | +352.7% | +338.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling