+1,040.6%
NBIS vs KGC
+172.2%
+868.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -4.3% | -0.8% | -3.6% |
| 7D | +8.3% | -8.4% | +16.7% | +11.5% |
| 30D | +18.1% | +6.3% | +11.7% | +14.9% |
| 3M | +7.8% | +22.4% | -14.7% | -0.7% |
| 6M | +136.6% | -11.4% | +148.0% | +140.6% |
| YTD | +172.5% | +3.1% | +169.4% | +164.4% |
| 1Y | +144.3% | +26.6% | +117.6% | +124.4% |
| All | +1,040.6% | +172.2% | +868.3% | +615.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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