+157.4%
NOC vs KGC
+637.7%
-480.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +4.8% | -6.7% | +11.5% | +5.2% |
| 30D | +11.0% | -6.7% | +17.7% | +11.3% |
| 3M | -3.8% | -22.6% | +18.8% | -2.8% |
| 6M | +0.6% | -33.4% | +34.1% | +2.3% |
| YTD | -2.3% | -26.0% | +23.7% | -1.5% |
| 1Y | +0.3% | -18.3% | +18.5% | +0.5% |
| 3Y | +24.6% | +315.8% | -291.2% | +14.0% |
| 5Y | +66.0% | +225.7% | -159.7% | +51.8% |
| All | +157.4% | +637.7% | -480.3% | +126.1% |
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