+250.5%
NEM vs KGC
+315.0%
-64.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -6.4% | -6.7% | +0.2% | -1.6% |
| 30D | +1.4% | -6.7% | +8.1% | +6.3% |
| 3M | -0.7% | -22.6% | +21.9% | +17.8% |
| 6M | -4.5% | -33.4% | +29.0% | +26.0% |
| YTD | +14.0% | -26.0% | +40.0% | +39.6% |
| 1Y | +27.3% | -18.3% | +45.6% | +45.9% |
| 3Y | +250.5% | +315.8% | -65.3% | +23.0% |
| All | +250.5% | +315.0% | -64.5% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling