+451.7%
KGC vs NVS
+92.5%
+359.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -15.7% | +7.3% | -1.1% |
| 30D | +6.3% | -11.1% | +17.4% | +11.5% |
| 3M | +22.4% | -7.2% | +29.6% | +25.2% |
| 6M | -11.4% | -12.3% | +0.9% | -6.6% |
| YTD | +3.1% | +2.8% | +0.4% | +0.6% |
| 1Y | +26.6% | +11.9% | +14.7% | +18.0% |
| 3Y | +525.6% | +55.1% | +470.5% | +373.7% |
| 5Y | +451.7% | +94.1% | +357.6% | +238.4% |
| All | +451.7% | +92.5% | +359.2% | +238.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling