+47.4%
NSC vs KGC
+450.1%
-402.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | -5.5% | -1.3% | -4.2% | -5.4% |
| 30D | -3.2% | +20.3% | -23.5% | -4.7% |
| 3M | +7.7% | +8.1% | -0.4% | +6.7% |
| 6M | +4.5% | -8.8% | +13.3% | +4.8% |
| YTD | +15.6% | +10.1% | +5.5% | +13.4% |
| 1Y | +19.8% | +44.2% | -24.4% | +13.9% |
| 3Y | +70.1% | +533.0% | -462.9% | +28.3% |
| All | +47.4% | +450.1% | -402.7% | +7.5% |
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