+342.1%
NEM vs KGC
+635.9%
-293.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -2.9% |
| 7D | -5.9% | -4.1% | -1.8% | -3.6% |
| 30D | -2.6% | -11.6% | +9.1% | +4.5% |
| 3M | -4.2% | -24.5% | +20.3% | +11.9% |
| 6M | -5.5% | -34.6% | +29.1% | +19.7% |
| YTD | +13.5% | -26.2% | +39.7% | +35.0% |
| 1Y | +22.2% | -20.1% | +42.3% | +39.4% |
| 3Y | +249.0% | +312.4% | -63.4% | +65.3% |
| 5Y | +120.1% | +224.9% | -104.8% | +12.6% |
| All | +342.1% | +635.9% | -293.8% | +38.7% |
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