+396.3%
NVDA vs KGC
+556.1%
-159.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | +3.8% | +2.4% | +1.4% | +3.3% |
| 30D | +0.8% | +9.2% | -8.4% | -1.0% |
| 3M | +8.2% | +16.7% | -8.6% | +4.6% |
| 6M | +27.1% | -7.0% | +34.1% | +27.3% |
| YTD | +21.2% | +7.5% | +13.7% | +17.3% |
| 1Y | +34.3% | +34.4% | -0.1% | +24.1% |
| 3Y | +396.3% | +552.0% | -155.7% | +296.7% |
| All | +396.3% | +556.1% | -159.8% | +296.7% |
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