+32.8%
NET vs KGC
+43.6%
-10.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.9% |
| 7D | -7.0% | -1.3% | -5.7% | -6.9% |
| 30D | -4.8% | +20.3% | -25.1% | -5.5% |
| 3M | +3.8% | +8.1% | -4.3% | +3.3% |
| 6M | +50.0% | -8.8% | +58.8% | +48.9% |
| YTD | +41.5% | +10.1% | +31.4% | +37.9% |
| 1Y | +32.8% | +44.2% | -11.4% | +21.2% |
| All | +32.8% | +43.6% | -10.8% | +21.2% |
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