+132.4%
NOK vs KGC
+28.8%
+103.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.3% | +3.0% | -0.6% |
| 7D | +8.7% | -8.4% | +17.1% | +10.3% |
| 30D | +12.5% | +6.3% | +6.2% | +11.0% |
| 3M | -20.7% | +22.4% | -43.2% | -24.1% |
| 6M | +36.2% | -11.4% | +47.6% | +36.1% |
| YTD | +64.1% | +3.1% | +61.0% | +59.1% |
| 1Y | +132.4% | +26.6% | +105.8% | +119.1% |
| All | +132.4% | +28.8% | +103.6% | +119.1% |
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 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