+140.2%
NI vs KGC
+692.5%
-552.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.2% |
| 7D | -0.6% | -8.4% | +7.8% | +0.1% |
| 30D | -1.4% | +6.3% | -7.8% | -2.1% |
| 3M | -10.6% | +22.4% | -33.0% | -12.4% |
| 6M | -9.9% | -11.4% | +1.5% | -9.5% |
| YTD | +1.2% | +3.1% | -2.0% | -0.2% |
| 1Y | +4.4% | +26.6% | -22.2% | +0.8% |
| 3Y | +68.6% | +525.6% | -457.0% | +38.6% |
| 5Y | +98.0% | +451.7% | -353.7% | +61.7% |
| All | +140.2% | +692.5% | -552.3% | +88.8% |
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