+328.3%
KGC vs NTRS
+7,716.8%
-7,388.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -4.4% |
| 7D | -8.4% | +0.3% | -8.8% | -8.5% |
| 30D | +6.3% | +0.2% | +6.2% | +6.3% |
| 3M | +22.4% | +13.2% | +9.2% | +21.1% |
| 6M | -11.4% | +36.9% | -48.4% | -13.9% |
| YTD | +3.1% | +39.1% | -36.0% | +0.1% |
| 1Y | +26.6% | +50.4% | -23.8% | +22.1% |
| 3Y | +525.6% | +166.8% | +358.8% | +471.5% |
| 5Y | +451.7% | +92.9% | +358.8% | +414.2% |
| 10Y | +675.3% | +255.7% | +419.7% | +574.6% |
| All | +328.3% | +7,716.8% | -7,388.5% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling