-11.2%
NTAP vs KGC
-21.9%
+10.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.7% | +0.1% |
| 7D | -7.8% | +8.0% | -15.8% | -7.8% |
| 30D | -25.8% | -9.3% | -16.5% | -25.4% |
| 3M | -11.2% | -21.3% | +10.1% | -11.1% |
| All | -11.2% | -21.9% | +10.6% | -11.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling