+16,820.8%
NOC vs KGC
+206.6%
+16,614.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.2% |
| 7D | +4.5% | -4.1% | +8.6% | +4.7% |
| 30D | +14.1% | -11.6% | +25.7% | +14.5% |
| 3M | -4.5% | -24.5% | +20.1% | -3.7% |
| 6M | -0.8% | -34.6% | +33.8% | +0.4% |
| YTD | -2.5% | -26.2% | +23.6% | -2.0% |
| 1Y | -0.1% | -20.1% | +20.0% | +0.2% |
| 3Y | +24.6% | +312.4% | -287.8% | +17.6% |
| 5Y | +65.6% | +224.9% | -159.3% | +56.5% |
| 10Y | +160.5% | +608.7% | -448.2% | +136.3% |
| All | +16,820.8% | +206.6% | +16,614.2% | +15,049.6% |
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