+327.1%
NET vs KGC
+543.3%
-216.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.7% |
| 7D | -7.0% | -1.3% | -5.7% | -6.8% |
| 30D | -4.8% | +20.3% | -25.1% | -7.1% |
| 3M | +3.8% | +8.1% | -4.3% | +2.5% |
| 6M | +50.0% | -8.8% | +58.8% | +50.3% |
| YTD | +41.5% | +10.1% | +31.4% | +36.3% |
| 1Y | +32.8% | +44.2% | -11.4% | +20.7% |
| All | +327.1% | +543.3% | -216.2% | +173.0% |
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