+127.9%
NOK vs KGC
+637.7%
-509.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.8% | -2.6% |
| 7D | +5.4% | -6.7% | +12.0% | +6.2% |
| 30D | -14.1% | -6.7% | -7.5% | -13.4% |
| 3M | -23.6% | -22.6% | -1.0% | -21.4% |
| 6M | -45.1% | -33.4% | -11.7% | -42.8% |
| YTD | +24.7% | -26.0% | +50.7% | +27.9% |
| 1Y | +19.0% | -18.3% | +37.3% | +20.7% |
| 3Y | +147.0% | +315.8% | -168.8% | +108.7% |
| 5Y | +58.2% | +225.7% | -167.5% | +32.9% |
| All | +127.9% | +637.7% | -509.7% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling