+113.2%
NI vs KGC
+248.4%
-135.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.6% | +0.2% | +0.3% | +0.5% |
| 30D | +11.2% | -8.8% | +20.1% | +12.0% |
| 3M | +9.2% | -21.1% | +30.2% | +11.1% |
| 6M | -1.8% | -32.3% | +30.5% | +1.2% |
| YTD | +12.0% | -23.5% | +35.5% | +12.9% |
| 1Y | +6.4% | -15.0% | +21.4% | +5.9% |
| 3Y | +99.4% | +327.5% | -228.1% | +56.8% |
| All | +113.2% | +248.4% | -135.2% | +68.6% |
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