+193.5%
NRG vs KGC
+453.5%
-260.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -4.7% | -5.6% | +1.0% | -3.5% |
| 30D | -6.0% | +6.1% | -12.1% | -7.4% |
| 3M | -8.0% | +17.3% | -25.3% | -11.5% |
| 6M | -23.2% | -10.3% | -12.9% | -22.4% |
| YTD | -28.1% | +3.9% | -31.9% | -29.7% |
| 1Y | -27.3% | +25.7% | -53.0% | -31.6% |
| 3Y | +208.7% | +526.0% | -317.3% | +112.7% |
| All | +193.5% | +453.5% | -260.1% | +98.5% |
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