+409.6%
NEM vs KGC
+207.3%
+202.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -6.4% | -6.7% | +0.2% | -3.9% |
| 30D | +1.4% | -6.7% | +8.1% | +4.1% |
| 3M | -0.7% | -22.6% | +21.9% | +9.1% |
| 6M | -4.5% | -33.4% | +29.0% | +11.4% |
| YTD | +14.0% | -26.0% | +40.0% | +28.7% |
| 1Y | +27.3% | -18.3% | +45.6% | +38.8% |
| 3Y | +250.5% | +315.8% | -65.3% | +112.9% |
| 5Y | +121.1% | +225.7% | -104.6% | +43.7% |
| 10Y | +358.3% | +610.5% | -252.1% | +113.4% |
| All | +409.6% | +207.3% | +202.3% | +161.3% |
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