+184.5%
NOK vs KGC
+548.3%
-363.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +1.0% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +17.9% | +10.5% | +7.4% | +15.9% |
| 3M | -22.3% | +19.8% | -42.1% | -24.8% |
| 6M | +36.4% | -6.7% | +43.0% | +35.9% |
| YTD | +66.3% | +7.8% | +58.5% | +61.7% |
| 1Y | +134.4% | +35.7% | +98.8% | +120.1% |
| All | +184.5% | +548.3% | -363.8% | +110.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling