+7,999.2%
NVDA vs KGC
+635.9%
+7,363.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.5% | -0.8% | -3.8% |
| 7D | -8.5% | -4.1% | -4.4% | -7.9% |
| 30D | -27.3% | -11.6% | -15.6% | -26.0% |
| 3M | -25.8% | -24.5% | -1.2% | -22.9% |
| 6M | -24.6% | -34.6% | +10.0% | -20.3% |
| YTD | -10.7% | -26.2% | +15.5% | -8.0% |
| 1Y | -14.0% | -20.1% | +6.1% | -12.5% |
| 3Y | +244.9% | +312.4% | -67.5% | +175.4% |
| 5Y | +449.3% | +224.9% | +224.3% | +334.8% |
| All | +7,999.2% | +635.9% | +7,363.3% | +6,594.3% |
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