-18.6%
NRG vs KGC
+43.6%
-62.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.0% |
| 7D | +7.1% | -1.3% | +8.4% | +7.4% |
| 30D | -1.4% | +20.3% | -21.7% | -6.9% |
| 3M | -10.5% | +8.1% | -18.5% | -13.5% |
| 6M | -26.7% | -8.8% | -18.0% | -26.8% |
| YTD | -24.5% | +10.1% | -34.6% | -28.6% |
| 1Y | -18.6% | +44.2% | -62.8% | -27.8% |
| All | -18.6% | +43.6% | -62.2% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling