+2,490.2%
NVDL vs KGC
+595.8%
+1,894.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -10.3% | -5.6% | -4.7% | -8.6% |
| 30D | -7.1% | +6.1% | -13.3% | -9.0% |
| 3M | +6.6% | +17.3% | -10.8% | +0.9% |
| 6M | +21.1% | -10.3% | +31.3% | +24.1% |
| YTD | +15.2% | +3.9% | +11.4% | +11.5% |
| 1Y | +18.8% | +25.7% | -6.9% | +7.9% |
| 3Y | +649.9% | +526.0% | +123.9% | +403.6% |
| All | +2,490.2% | +595.8% | +1,894.4% | +1,625.0% |
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