+112.5%
NET vs KGC
+450.1%
-337.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -7.0% | -1.3% | -5.7% | -6.7% |
| 30D | -4.8% | +20.3% | -25.1% | -8.6% |
| 3M | +3.8% | +8.1% | -4.3% | +1.6% |
| 6M | +50.0% | -8.8% | +58.8% | +50.4% |
| YTD | +41.5% | +10.1% | +31.4% | +34.1% |
| 1Y | +32.8% | +44.2% | -11.4% | +16.2% |
| 3Y | +335.9% | +533.0% | -197.1% | +140.8% |
| All | +112.5% | +450.1% | -337.6% | +18.1% |
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