+1,065.2%
NRG vs KGC
+698.0%
+367.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -4.7% | -5.6% | +1.0% | -4.0% |
| 30D | -6.0% | +6.1% | -12.1% | -6.8% |
| 3M | -8.0% | +17.3% | -25.3% | -10.1% |
| 6M | -23.2% | -10.3% | -12.9% | -22.6% |
| YTD | -28.1% | +3.9% | -31.9% | -28.9% |
| 1Y | -27.3% | +25.7% | -53.0% | -29.8% |
| 3Y | +208.7% | +526.0% | -317.3% | +151.3% |
| 5Y | +197.7% | +455.5% | -257.8% | +140.7% |
| All | +1,065.2% | +698.0% | +367.2% | +821.4% |
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