+28.0%
NU vs KGC
+303.8%
-275.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.2% | +11.5% | +11.7% |
| 7D | +9.9% | -6.7% | +16.5% | +12.0% |
| 30D | -11.5% | -6.7% | -4.8% | -10.1% |
| 3M | -5.1% | -22.6% | +17.5% | +1.0% |
| 6M | +3.1% | -33.4% | +36.5% | +13.6% |
| YTD | -21.0% | -26.0% | +5.0% | -16.9% |
| 1Y | -15.2% | -18.3% | +3.1% | -13.3% |
| 3Y | +56.4% | +315.8% | -259.3% | -8.0% |
| All | +28.0% | +303.8% | -275.8% | -21.9% |
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 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