+568.7%
NTAP vs KGC
+692.5%
-123.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -1.0% | -8.4% | +7.5% | -0.4% |
| 30D | -7.5% | +6.3% | -13.8% | -8.0% |
| 3M | +14.6% | +22.4% | -7.8% | +12.7% |
| 6M | +91.0% | -11.4% | +102.4% | +91.5% |
| YTD | +73.7% | +3.1% | +70.5% | +71.9% |
| 1Y | +51.2% | +26.6% | +24.6% | +47.2% |
| 3Y | +146.1% | +525.6% | -379.5% | +112.6% |
| 5Y | +122.8% | +451.7% | -328.8% | +91.3% |
| All | +568.7% | +692.5% | -123.9% | +489.4% |
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 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