-27.3%
NRG vs KGC
+28.2%
-55.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.7% | -5.6% | +1.0% | -3.2% |
| 30D | -6.0% | +6.1% | -12.1% | -8.0% |
| 3M | -8.0% | +17.3% | -25.3% | -13.0% |
| 6M | -23.2% | -10.3% | -12.9% | -22.7% |
| YTD | -28.1% | +3.9% | -31.9% | -30.9% |
| 1Y | -27.3% | +25.7% | -53.0% | -33.8% |
| All | -27.3% | +28.2% | -55.5% | -33.8% |
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