+235.9%
NVDA vs KGC
+315.0%
-79.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -12.7% | -6.7% | -6.1% | -11.5% |
| 30D | -26.4% | -6.7% | -19.8% | -25.5% |
| 3M | -27.6% | -22.6% | -5.1% | -24.3% |
| 6M | -27.7% | -33.4% | +5.7% | -22.6% |
| YTD | -12.5% | -26.0% | +13.5% | -9.4% |
| 1Y | -12.6% | -18.3% | +5.7% | -11.4% |
| 3Y | +235.9% | +315.8% | -79.8% | +177.7% |
| All | +235.9% | +315.0% | -79.0% | +177.7% |
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