+136.0%
NVO vs KGC
+698.0%
-562.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -5.6% | -1.9% | -7.1% |
| 30D | -6.0% | +6.1% | -12.1% | -6.6% |
| 3M | -0.8% | +17.3% | -18.1% | -2.5% |
| 6M | +16.5% | -10.3% | +26.7% | +17.0% |
| YTD | -11.1% | +3.9% | -15.0% | -12.3% |
| 1Y | -16.7% | +25.7% | -42.5% | -19.4% |
| 3Y | -52.9% | +526.0% | -578.9% | -61.2% |
| 5Y | -3.0% | +455.5% | -458.4% | -20.6% |
| All | +136.0% | +698.0% | -562.0% | +83.4% |
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 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