+7,238.0%
NEE vs KGC
+357.0%
+6,881.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | +1.9% | -1.3% | +3.2% | +2.0% |
| 30D | -2.2% | +20.3% | -22.4% | -2.8% |
| 3M | -1.2% | +8.1% | -9.3% | -1.6% |
| 6M | -8.6% | -8.8% | +0.2% | -8.5% |
| YTD | +6.2% | +10.1% | -3.9% | +5.5% |
| 1Y | +21.1% | +44.2% | -23.1% | +19.2% |
| 3Y | +36.4% | +533.0% | -496.6% | +27.9% |
| 5Y | +11.4% | +443.0% | -431.6% | +4.3% |
| 10Y | +250.0% | +678.6% | -428.6% | +222.3% |
| All | +7,238.0% | +357.0% | +6,881.0% | +6,950.0% |
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 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