+52.7%
NTAP vs KGC
+33.7%
+19.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | +2.2% | -0.1% | +2.3% | +2.2% |
| 30D | -7.0% | +10.5% | -17.5% | -7.5% |
| 3M | +12.3% | +19.8% | -7.5% | +11.0% |
| 6M | +85.1% | -6.7% | +91.8% | +84.5% |
| YTD | +74.8% | +7.8% | +67.0% | +72.2% |
| 1Y | +52.7% | +35.7% | +17.0% | +48.2% |
| All | +52.7% | +33.7% | +19.0% | +48.2% |
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