-51.9%
NVO vs KGC
+520.4%
-572.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.7% |
| 7D | -7.4% | -8.4% | +1.1% | -6.4% |
| 30D | -5.5% | +6.3% | -11.9% | -6.1% |
| 3M | +4.1% | +22.4% | -18.3% | +1.6% |
| 6M | +19.3% | -11.4% | +30.8% | +20.3% |
| YTD | -9.2% | +3.1% | -12.3% | -10.6% |
| 1Y | -15.0% | +26.6% | -41.6% | -18.2% |
| All | -51.9% | +520.4% | -572.3% | -60.5% |
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