+309.6%
NSC vs KGC
+523.1%
-213.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -3.0% |
| 7D | -6.6% | +10.5% | -17.1% | -7.1% |
| 30D | +2.2% | -4.1% | +6.2% | +2.3% |
| 3M | -6.2% | -13.1% | +6.9% | -5.7% |
| 6M | +1.7% | -27.5% | +29.2% | +3.0% |
| YTD | +12.2% | -20.7% | +32.9% | +12.7% |
| 1Y | +15.4% | -6.1% | +21.5% | +14.7% |
| 3Y | +73.3% | +318.6% | -245.3% | +54.6% |
| 5Y | +24.7% | +289.9% | -265.3% | +9.7% |
| All | +309.6% | +523.1% | -213.5% | +274.2% |
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