+19,691.7%
NTAP vs KGC
+43.2%
+19,648.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -0.5% | +20.3% | -20.8% | -1.2% |
| 3M | +4.1% | +8.1% | -4.0% | +3.7% |
| 6M | +88.0% | -8.8% | +96.7% | +88.0% |
| YTD | +75.6% | +10.1% | +65.5% | +74.5% |
| 1Y | +58.9% | +44.2% | +14.7% | +56.5% |
| 3Y | +153.6% | +533.0% | -379.5% | +138.5% |
| 5Y | +127.6% | +443.0% | -315.4% | +113.9% |
| 10Y | +580.4% | +678.6% | -98.2% | +528.9% |
| All | +19,691.7% | +43.2% | +19,648.5% | +24,077.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling