+118.0%
NOK vs KGC
+43.6%
+74.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +4.9% | +3.1% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | +4.7% | +20.3% | -15.6% | +1.1% |
| 3M | -39.7% | +8.1% | -47.7% | -40.9% |
| 6M | +23.1% | -8.8% | +31.8% | +22.2% |
| YTD | +55.0% | +10.1% | +45.0% | +48.9% |
| 1Y | +118.0% | +44.2% | +73.8% | +104.3% |
| All | +118.0% | +43.6% | +74.4% | +104.3% |
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