+14,546.7%
NVDA vs KGC
+698.0%
+13,848.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -5.1% | -5.6% | +0.5% | -4.4% |
| 30D | -2.5% | +6.1% | -8.6% | -3.3% |
| 3M | +6.7% | +17.3% | -10.7% | +4.2% |
| 6M | +17.6% | -10.3% | +27.9% | +18.5% |
| YTD | +17.3% | +3.9% | +13.5% | +15.5% |
| 1Y | +23.5% | +25.7% | -2.2% | +18.3% |
| 3Y | +384.6% | +526.0% | -141.3% | +280.7% |
| 5Y | +875.4% | +455.5% | +419.9% | +655.5% |
| All | +14,546.7% | +698.0% | +13,848.7% | +12,757.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling