-3.1%
NVO vs KGC
+453.5%
-456.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -7.6% | -5.6% | -1.9% | -7.0% |
| 30D | -6.0% | +6.1% | -12.1% | -6.6% |
| 3M | -0.8% | +17.3% | -18.1% | -2.8% |
| 6M | +16.5% | -10.3% | +26.7% | +17.2% |
| YTD | -11.1% | +3.9% | -15.0% | -12.5% |
| 1Y | -16.7% | +25.7% | -42.5% | -20.0% |
| 3Y | -52.9% | +526.0% | -578.9% | -63.0% |
| All | -3.1% | +453.5% | -456.6% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling