+245.4%
NEE vs KGC
+692.5%
-447.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.2% |
| 7D | -1.9% | -8.4% | +6.5% | -1.0% |
| 30D | -3.1% | +6.3% | -9.5% | -4.0% |
| 3M | -2.4% | +22.4% | -24.9% | -5.1% |
| 6M | -8.6% | -11.4% | +2.8% | -8.1% |
| YTD | +4.9% | +3.1% | +1.8% | +3.2% |
| 1Y | +19.4% | +26.6% | -7.2% | +14.0% |
| 3Y | +34.9% | +525.6% | -490.7% | +4.2% |
| 5Y | +11.0% | +451.7% | -440.6% | -14.7% |
| All | +245.4% | +692.5% | -447.1% | +153.3% |
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