+48.8%
NU vs KGC
+500.5%
-451.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | +7.5% | -1.3% | +8.8% | +7.8% |
| 30D | +6.1% | +20.3% | -14.1% | +0.5% |
| 3M | +26.8% | +8.1% | +18.7% | +23.1% |
| 6M | +2.5% | -8.8% | +11.2% | +3.5% |
| YTD | -8.2% | +10.1% | -18.2% | -12.8% |
| 1Y | +3.4% | +44.2% | -40.9% | -10.2% |
| 3Y | +116.2% | +533.0% | -416.9% | +13.4% |
| All | +48.8% | +500.5% | -451.7% | -18.1% |
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 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