+34.3%
NSC vs KGC
+236.1%
-201.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.3% | +1.1% |
| 7D | +1.6% | -4.1% | +5.7% | +1.9% |
| 30D | +4.2% | -11.6% | +15.8% | +5.0% |
| 3M | -0.2% | -24.5% | +24.3% | +1.7% |
| 6M | +7.6% | -34.6% | +42.1% | +10.7% |
| YTD | +17.4% | -26.2% | +43.5% | +18.5% |
| 1Y | +18.3% | -20.1% | +38.4% | +18.4% |
| 3Y | +79.8% | +312.4% | -232.6% | +39.2% |
| 5Y | +34.3% | +224.9% | -190.6% | +4.4% |
| All | +34.3% | +236.1% | -201.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling