-4.3%
KGC vs UMAC
+2.9%
-7.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -10.9% | +18.4% | +8.7% |
| 7D | -6.8% | -26.0% | +19.3% | -3.6% |
| 30D | -9.2% | -40.3% | +31.2% | -3.8% |
| 3M | -9.1% | -51.1% | +42.0% | -2.9% |
| 6M | -25.7% | -5.6% | -20.0% | -29.5% |
| YTD | -23.6% | +2.3% | -25.9% | -30.4% |
| 1Y | -4.3% | +7.9% | -12.2% | -13.6% |
| All | -4.3% | +2.9% | -7.2% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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