+215.0%
NXPI vs KGC
+635.9%
-420.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.3% |
| 7D | +9.4% | -4.1% | +13.4% | +9.9% |
| 30D | +18.1% | -11.6% | +29.7% | +19.9% |
| 3M | +15.0% | -24.5% | +39.6% | +19.1% |
| 6M | -8.4% | -34.6% | +26.1% | -3.6% |
| YTD | +24.8% | -26.2% | +50.9% | +28.5% |
| 1Y | +33.3% | -20.1% | +53.4% | +35.8% |
| 3Y | +51.0% | +312.4% | -261.4% | +22.0% |
| 5Y | +34.5% | +224.9% | -190.4% | +8.4% |
| All | +215.0% | +635.9% | -420.9% | +149.0% |
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