-12.9%
NVTS vs KGC
+408.9%
-421.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -2.1% |
| 7D | +0.5% | -8.4% | +8.9% | +4.1% |
| 30D | -18.0% | +6.3% | -24.4% | -20.5% |
| 3M | -45.6% | +22.4% | -68.0% | -50.1% |
| 6M | +28.5% | -11.4% | +39.9% | +33.6% |
| YTD | +56.2% | +3.1% | +53.0% | +53.9% |
| 1Y | +97.7% | +26.6% | +71.1% | +83.2% |
| 3Y | +35.0% | +525.6% | -490.6% | -33.9% |
| All | -12.9% | +408.9% | -421.8% | -52.0% |
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