+65.5%
KGC vs NVS
+1,269.4%
-1,203.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -1.3% | +4.0% | -5.3% | -2.6% |
| 30D | +20.3% | +3.6% | +16.7% | +18.9% |
| 3M | +8.1% | +7.8% | +0.3% | +5.3% |
| 6M | -8.8% | -0.2% | -8.6% | -8.8% |
| YTD | +10.1% | +19.6% | -9.5% | +4.1% |
| 1Y | +44.2% | +28.4% | +15.8% | +33.4% |
| 3Y | +533.0% | +76.2% | +456.8% | +428.3% |
| 5Y | +443.0% | +111.1% | +331.9% | +329.5% |
| 10Y | +678.6% | +224.3% | +454.3% | +442.0% |
| All | +65.5% | +1,269.4% | -1,203.9% | -2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling