+58.8%
NTAP vs KGC
-14.2%
+73.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.7% | +0.3% |
| 7D | -7.8% | +8.0% | -15.8% | -8.2% |
| 30D | -25.8% | -9.3% | -16.5% | -25.3% |
| 3M | -11.2% | -21.3% | +10.1% | -10.2% |
| 6M | +49.9% | -31.5% | +81.4% | +52.1% |
| YTD | +66.9% | -23.2% | +90.1% | +64.8% |
| 1Y | +58.8% | -15.0% | +73.9% | +54.0% |
| All | +58.8% | -14.2% | +73.0% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling