+476.9%
NEM vs KGC
+357.0%
+119.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | +23.1% | +20.3% | +2.8% | +15.1% |
| 3M | +18.5% | +8.1% | +10.4% | +15.6% |
| 6M | +7.8% | -8.8% | +16.5% | +12.3% |
| YTD | +29.1% | +10.1% | +19.1% | +26.0% |
| 1Y | +72.7% | +44.2% | +28.4% | +53.4% |
| 3Y | +248.7% | +533.0% | -284.3% | +81.4% |
| 5Y | +148.7% | +443.0% | -294.3% | +34.2% |
| 10Y | +304.8% | +678.6% | -373.8% | +80.7% |
| All | +476.9% | +357.0% | +119.9% | +155.7% |
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 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