+651.2%
NVDL vs KGC
+520.4%
+130.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.3% | -0.4% | -3.1% |
| 7D | -8.7% | -8.4% | -0.3% | -5.6% |
| 30D | -1.3% | +6.3% | -7.7% | -3.7% |
| 3M | +11.4% | +22.4% | -11.1% | +2.8% |
| 6M | +22.9% | -11.4% | +34.3% | +27.0% |
| YTD | +15.4% | +3.1% | +12.3% | +10.9% |
| 1Y | +18.8% | +26.6% | -7.9% | +4.7% |
| All | +651.2% | +520.4% | +130.9% | +380.3% |
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 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