+499.1%
KGC vs UMAC
+473.8%
+25.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +0.8% |
| 7D | -5.6% | -3.4% | -2.2% | -5.6% |
| 30D | +6.1% | -15.1% | +21.2% | +6.5% |
| 3M | +17.3% | -10.8% | +28.1% | +17.0% |
| 6M | -10.3% | +15.7% | -26.0% | -11.8% |
| YTD | +3.9% | +80.1% | -76.3% | +1.1% |
| 1Y | +25.7% | +116.7% | -91.0% | +21.9% |
| All | +499.1% | +473.8% | +25.3% | +466.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling