-6.3%
NVTS vs KGC
+430.3%
-436.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +2.7% |
| 7D | +9.7% | +2.4% | +7.2% | +8.4% |
| 30D | -13.6% | +9.2% | -22.8% | -17.1% |
| 3M | -51.0% | +16.7% | -67.7% | -54.1% |
| 6M | +46.3% | -7.0% | +53.3% | +49.2% |
| YTD | +68.1% | +7.5% | +60.6% | +62.8% |
| 1Y | +113.9% | +34.4% | +79.6% | +93.8% |
| 3Y | +45.3% | +552.0% | -506.7% | -30.1% |
| All | -6.3% | +430.3% | -436.6% | -49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling