+22.2%
NEM vs KGC
-18.5%
+40.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.4% | -2.1% |
| 7D | -5.9% | -4.1% | -1.8% | -2.8% |
| 30D | -2.6% | -11.6% | +9.1% | +6.9% |
| 3M | -4.2% | -24.5% | +20.3% | +17.4% |
| 6M | -5.5% | -34.6% | +29.1% | +29.6% |
| YTD | +13.5% | -26.2% | +39.7% | +36.9% |
| 1Y | +22.2% | -20.1% | +42.3% | +37.8% |
| All | +22.2% | -18.5% | +40.7% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling