+32.6%
NET vs KGC
+281.7%
-249.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.0% | -4.0% |
| 7D | -16.4% | -6.8% | -9.6% | -15.3% |
| 30D | -25.8% | -9.2% | -16.7% | -24.6% |
| 3M | -11.5% | -9.1% | -2.4% | -11.0% |
| 6M | +18.9% | -25.7% | +44.6% | +23.8% |
| YTD | +35.2% | -23.6% | +58.8% | +36.8% |
| 1Y | +14.5% | -4.3% | +18.8% | +9.1% |
| 3Y | +313.8% | +298.1% | +15.7% | +150.1% |
| 5Y | +32.6% | +288.1% | -255.5% | -18.0% |
| All | +32.6% | +281.7% | -249.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling