-48.9%
NKE vs KGC
+28.2%
-77.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -4.2% | -5.6% | +1.5% | -3.9% |
| 30D | -8.2% | +6.1% | -14.3% | -8.5% |
| 3M | -19.1% | +17.3% | -36.4% | -19.8% |
| 6M | -32.6% | -10.3% | -22.3% | -32.9% |
| YTD | -40.7% | +3.9% | -44.6% | -41.4% |
| 1Y | -48.9% | +25.7% | -74.6% | -51.5% |
| All | -48.9% | +28.2% | -77.1% | -51.5% |
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