-9.4%
NVTS vs KGC
+431.7%
-441.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +3.5% | -0.1% | +3.6% | +3.3% |
| 30D | -11.9% | +10.5% | -22.4% | -15.9% |
| 3M | -49.2% | +19.8% | -69.0% | -53.0% |
| 6M | +38.4% | -6.7% | +45.1% | +40.9% |
| YTD | +62.5% | +7.8% | +54.7% | +57.2% |
| 1Y | +101.4% | +35.7% | +65.7% | +81.9% |
| 3Y | +40.4% | +553.7% | -513.3% | -32.5% |
| All | -9.4% | +431.7% | -441.1% | -50.9% |
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