+325.9%
KGC vs UMAC
+195.7%
+130.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.5% | +2.9% | -3.3% |
| 7D | -4.1% | +10.1% | -14.2% | -4.4% |
| 30D | -11.6% | -39.1% | +27.5% | -10.2% |
| 3M | -24.5% | -56.2% | +31.7% | -22.7% |
| 6M | -34.6% | -16.2% | -18.3% | -34.6% |
| YTD | -26.2% | -7.1% | -19.0% | -26.6% |
| 1Y | -20.1% | +10.3% | -30.4% | -20.8% |
| All | +325.9% | +195.7% | +130.2% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling