+136.7%
NTAP vs KGC
+450.8%
-314.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | +3.3% | +2.4% | +0.8% | +3.0% |
| 30D | -0.2% | +9.2% | -9.4% | -1.4% |
| 3M | +11.4% | +16.7% | -5.4% | +8.9% |
| 6M | +88.7% | -7.0% | +95.7% | +88.6% |
| YTD | +78.9% | +7.5% | +71.4% | +74.7% |
| 1Y | +58.8% | +34.4% | +24.5% | +49.7% |
| 3Y | +153.5% | +552.0% | -398.4% | +84.0% |
| 5Y | +136.7% | +454.5% | -317.8% | +71.7% |
| All | +136.7% | +450.8% | -314.1% | +71.7% |
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