+5,990.1%
NKE vs KGC
+347.5%
+5,642.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -10.4% | +10.5% | -20.8% | -10.6% |
| 3M | -15.5% | +19.8% | -35.3% | -15.9% |
| 6M | -32.6% | -6.7% | -26.0% | -32.6% |
| YTD | -39.8% | +7.8% | -47.6% | -40.1% |
| 1Y | -47.6% | +35.7% | -83.3% | -48.1% |
| 3Y | -59.0% | +553.7% | -612.7% | -61.1% |
| 5Y | -74.9% | +461.7% | -536.6% | -76.2% |
| 10Y | -21.9% | +710.2% | -732.1% | -27.1% |
| All | +5,990.1% | +347.5% | +5,642.6% | +5,127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling