+302.3%
NEM vs KGC
+698.0%
-395.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -1.0% | -5.6% | +4.6% | +2.3% |
| 30D | +7.8% | +6.1% | +1.7% | +4.2% |
| 3M | +30.2% | +17.3% | +12.9% | +18.8% |
| 6M | +9.6% | -10.3% | +19.9% | +16.7% |
| YTD | +27.8% | +3.9% | +24.0% | +25.7% |
| 1Y | +60.7% | +25.7% | +35.0% | +42.7% |
| 3Y | +245.3% | +526.0% | -280.7% | +27.9% |
| 5Y | +155.3% | +455.5% | -300.1% | -3.5% |
| All | +302.3% | +698.0% | -395.7% | +14.8% |
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