-9.0%
NOC vs KGC
+28.8%
-37.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +0.8% |
| 7D | -1.8% | -8.4% | +6.7% | -1.4% |
| 30D | -9.4% | +6.3% | -15.8% | -9.9% |
| 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% | -7.6% |
| 1Y | -9.0% | +26.6% | -35.7% | -7.0% |
| All | -9.0% | +28.8% | -37.8% | -7.0% |
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