+15,768.4%
NOC vs KGC
+357.0%
+15,411.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.4% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -7.2% | +20.3% | -27.5% | -7.9% |
| 3M | -5.1% | +8.1% | -13.2% | -5.5% |
| 6M | -31.1% | -8.8% | -22.3% | -31.0% |
| YTD | -8.6% | +10.1% | -18.6% | -9.2% |
| 1Y | -9.7% | +44.2% | -53.9% | -11.3% |
| 3Y | +24.3% | +533.0% | -508.7% | +15.7% |
| 5Y | +52.6% | +443.0% | -390.4% | +41.9% |
| 10Y | +183.6% | +678.6% | -495.0% | +156.2% |
| All | +15,768.4% | +357.0% | +15,411.4% | +13,931.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling