-31.7%
NKE vs KGC
-5.3%
-26.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +7.5% | -2.3% | +4.8% |
| 7D | +9.0% | -6.8% | +15.8% | +9.2% |
| 30D | +19.2% | -9.2% | +28.4% | +19.5% |
| 3M | -1.5% | -9.1% | +7.6% | -1.4% |
| 6M | -4.2% | -25.7% | +21.5% | -3.5% |
| YTD | -34.8% | -23.6% | -11.1% | -34.5% |
| 1Y | -31.7% | -4.3% | -27.4% | -32.8% |
| All | -31.7% | -5.3% | -26.4% | -32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling