+913.8%
NVDA vs KGC
+450.8%
+463.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | +3.8% | +2.4% | +1.4% | +3.3% |
| 30D | +0.8% | +9.2% | -8.4% | -1.3% |
| 3M | +8.2% | +16.7% | -8.6% | +4.0% |
| 6M | +27.1% | -7.0% | +34.1% | +27.7% |
| YTD | +21.2% | +7.5% | +13.7% | +16.7% |
| 1Y | +34.3% | +34.4% | -0.1% | +21.9% |
| 3Y | +396.3% | +552.0% | -155.7% | +200.6% |
| 5Y | +913.8% | +454.5% | +459.3% | +480.4% |
| All | +913.8% | +450.8% | +463.0% | +480.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling