+67.6%
NVTS vs KGC
+329.2%
-261.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.6% | +7.5% |
| 7D | +7.9% | +0.2% | +7.7% | +7.9% |
| 30D | +0.8% | -8.8% | +9.6% | +5.2% |
| 3M | -26.0% | -21.1% | -4.9% | -18.4% |
| 6M | -55.5% | -32.3% | -23.2% | -47.9% |
| YTD | +41.0% | -23.5% | +64.5% | +58.3% |
| 1Y | +10.4% | -15.0% | +25.4% | +20.0% |
| All | +67.6% | +329.2% | -261.6% | +1.6% |
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