+97.7%
NVTS vs KGC
+28.8%
+68.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.3% | +0.4% | -0.8% |
| 7D | +0.5% | -8.4% | +8.9% | +6.8% |
| 30D | -18.0% | +6.3% | -24.4% | -22.7% |
| 3M | -45.6% | +22.4% | -68.0% | -53.9% |
| 6M | +28.5% | -11.4% | +39.9% | +35.5% |
| YTD | +56.2% | +3.1% | +53.0% | +41.0% |
| 1Y | +97.7% | +26.6% | +71.1% | +63.5% |
| All | +97.7% | +28.8% | +68.9% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling