+660.5%
KGC vs NVS
+179.5%
+481.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -5.6% | -14.3% | +8.6% | 0.0% |
| 30D | +6.1% | -10.0% | +16.1% | +10.1% |
| 3M | +17.3% | -10.9% | +28.2% | +21.9% |
| 6M | -10.3% | -12.0% | +1.7% | -6.2% |
| YTD | +3.9% | +2.5% | +1.3% | +2.1% |
| 1Y | +25.7% | +10.7% | +15.1% | +19.6% |
| 3Y | +526.0% | +53.3% | +472.7% | +413.8% |
| 5Y | +455.5% | +93.6% | +361.9% | +313.3% |
| All | +660.5% | +179.5% | +481.0% | +499.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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