+2,622.7%
NVDL vs KGC
+622.1%
+2,000.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +3.4% | +10.5% | -7.1% | -0.1% |
| 3M | +8.1% | +19.8% | -11.7% | +1.6% |
| 6M | +31.9% | -6.7% | +38.5% | +33.4% |
| YTD | +21.1% | +7.8% | +13.3% | +15.8% |
| 1Y | +34.0% | +35.7% | -1.6% | +18.9% |
| 3Y | +677.9% | +553.7% | +124.3% | +415.8% |
| All | +2,622.7% | +622.1% | +2,000.7% | +1,690.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling