+18.9%
NET vs KGC
-26.4%
+45.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.5% | -10.0% | -3.0% |
| 7D | -16.4% | -6.8% | -9.6% | -15.9% |
| 30D | -25.8% | -9.2% | -16.7% | -25.2% |
| 3M | -11.5% | -9.1% | -2.4% | -11.6% |
| 6M | +18.9% | -25.7% | +44.6% | +20.5% |
| All | +18.9% | -26.4% | +45.3% | +20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling