-75.5%
NKE vs KGC
+435.7%
-511.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.5% |
| 7D | -5.5% | -8.4% | +2.9% | -4.7% |
| 30D | -10.4% | +6.3% | -16.8% | -11.1% |
| 3M | -15.8% | +22.4% | -38.3% | -17.8% |
| 6M | -33.4% | -11.4% | -22.0% | -33.1% |
| YTD | -41.0% | +3.1% | -44.1% | -42.0% |
| 1Y | -49.1% | +26.6% | -75.7% | -51.3% |
| 3Y | -59.8% | +525.6% | -585.4% | -71.7% |
| 5Y | -75.5% | +451.7% | -527.1% | -83.3% |
| All | -75.5% | +435.7% | -511.2% | -83.3% |
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