+5,122.5%
NI vs KGC
+346.4%
+4,776.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.6% | +1.3% |
| 7D | +2.3% | +2.4% | -0.2% | +2.2% |
| 30D | -1.7% | +9.2% | -10.9% | -2.0% |
| 3M | -8.0% | +16.7% | -24.7% | -8.5% |
| 6M | -8.6% | -7.0% | -1.6% | -8.6% |
| YTD | +2.3% | +7.5% | -5.2% | +1.8% |
| 1Y | +6.9% | +34.4% | -27.4% | +5.5% |
| 3Y | +70.6% | +552.0% | -481.4% | +60.2% |
| 5Y | +96.4% | +454.5% | -358.1% | +84.3% |
| 10Y | +136.1% | +658.7% | -522.5% | +117.5% |
| All | +5,122.5% | +346.4% | +4,776.2% | +4,987.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling