+521.7%
KGC vs UMAC
+508.0%
+13.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.5% |
| 7D | -0.1% | +3.3% | -3.4% | -0.2% |
| 30D | +10.5% | -10.4% | +20.9% | +10.6% |
| 3M | +19.8% | +1.8% | +18.0% | +18.9% |
| 6M | -6.7% | +40.7% | -47.4% | -8.7% |
| YTD | +7.8% | +90.9% | -83.1% | +4.7% |
| 1Y | +35.7% | +151.8% | -116.1% | +31.3% |
| All | +521.7% | +508.0% | +13.7% | +486.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling