+103.5%
NU vs KGC
+520.4%
-416.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +1.1% |
| 7D | -4.2% | -8.4% | +4.2% | -2.3% |
| 30D | +10.0% | +6.3% | +3.7% | +8.3% |
| 3M | +29.3% | +22.4% | +6.8% | +22.6% |
| 6M | +0.9% | -11.4% | +12.4% | +2.3% |
| YTD | -10.3% | +3.1% | -13.4% | -12.6% |
| 1Y | -3.2% | +26.6% | -29.8% | -10.7% |
| All | +103.5% | +520.4% | -416.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling