+295.3%
NSC vs KGC
+480.7%
-185.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.0% | -5.4% | -2.6% |
| 7D | -6.2% | +10.5% | -16.7% | -6.7% |
| 30D | +2.6% | -4.1% | +6.6% | +2.7% |
| 3M | -5.8% | -13.1% | +7.3% | -5.3% |
| 6M | +2.1% | -27.5% | +29.7% | +3.4% |
| YTD | +12.7% | -20.7% | +33.4% | +13.2% |
| 1Y | +15.9% | -6.1% | +22.0% | +15.2% |
| 3Y | +74.0% | +318.6% | -244.6% | +55.3% |
| 5Y | +25.2% | +289.9% | -264.7% | +10.2% |
| All | +295.3% | +480.7% | -185.4% | +261.1% |
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