+1,381.0%
NET vs KGC
+400.5%
+980.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.0% | -3.9% |
| 7D | -16.4% | -6.8% | -9.6% | -15.4% |
| 30D | -25.8% | -9.2% | -16.7% | -24.7% |
| 3M | -11.5% | -9.1% | -2.4% | -10.9% |
| 6M | +18.9% | -25.7% | +44.6% | +23.4% |
| YTD | +35.2% | -23.6% | +58.8% | +37.3% |
| 1Y | +14.5% | -4.3% | +18.8% | +10.8% |
| 3Y | +313.8% | +298.1% | +15.7% | +187.0% |
| 5Y | +32.6% | +288.1% | -255.5% | -10.0% |
| All | +1,381.0% | +400.5% | +980.5% | +937.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling