+64.3%
NOC vs KGC
+265.7%
-201.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.8% | +7.5% | +2.1% |
| 7D | -0.3% | +8.0% | -8.3% | -0.8% |
| 30D | +14.1% | -9.3% | +23.4% | +14.6% |
| 3M | -4.6% | -21.3% | +16.7% | -3.6% |
| 6M | +0.7% | -31.5% | +32.2% | +2.5% |
| YTD | -2.6% | -23.2% | +20.6% | -1.9% |
| 1Y | -1.0% | -15.0% | +14.1% | -0.9% |
| 3Y | +24.5% | +328.7% | -304.2% | +11.6% |
| 5Y | +64.3% | +262.9% | -198.6% | +44.2% |
| All | +64.3% | +265.7% | -201.4% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling