+0.2%
NOC vs KGC
-15.5%
+15.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | +4.9% | +0.2% | +4.6% | +4.8% |
| 30D | +13.6% | -8.8% | +22.4% | +14.0% |
| 3M | -3.9% | -21.1% | +17.2% | -3.2% |
| 6M | +1.4% | -32.3% | +33.7% | +3.0% |
| YTD | -2.2% | -23.5% | +21.3% | -1.3% |
| All | +0.2% | -15.5% | +15.7% | +1.7% |
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 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