+189.8%
NOC vs KGC
+692.5%
-502.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.9% |
| 7D | -1.8% | -8.4% | +6.7% | -1.3% |
| 30D | -9.4% | +6.3% | -15.8% | -9.8% |
| 3M | -3.8% | +22.4% | -26.3% | -5.1% |
| 6M | -28.8% | -11.4% | -17.3% | -28.6% |
| YTD | -7.9% | +3.1% | -11.0% | -8.5% |
| 1Y | -9.0% | +26.6% | -35.7% | -10.8% |
| 3Y | +29.1% | +525.6% | -496.5% | +16.2% |
| 5Y | +58.9% | +451.7% | -392.7% | +42.5% |
| All | +189.8% | +692.5% | -502.7% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling