+115.0%
NTAP vs KGC
+265.7%
-150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.7% | +0.6% |
| 7D | -7.8% | +8.0% | -15.8% | -8.6% |
| 30D | -25.8% | -9.3% | -16.5% | -25.0% |
| 3M | -11.2% | -21.3% | +10.1% | -9.3% |
| 6M | +49.9% | -31.5% | +81.4% | +55.2% |
| YTD | +66.9% | -23.2% | +90.1% | +68.6% |
| 1Y | +58.8% | -15.0% | +73.9% | +58.1% |
| 3Y | +140.8% | +328.7% | -187.9% | +81.7% |
| 5Y | +115.0% | +262.9% | -147.9% | +59.9% |
| All | +115.0% | +265.7% | -150.7% | +59.9% |
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