+520.0%
KGC vs UMAC
+549.5%
-29.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +9.3% | -11.7% | -2.7% |
| 7D | +2.4% | +14.7% | -12.3% | +2.0% |
| 30D | +9.2% | -0.5% | +9.7% | +8.9% |
| 3M | +16.7% | +0.5% | +16.2% | +15.9% |
| 6M | -7.0% | +57.9% | -64.9% | -9.3% |
| YTD | +7.5% | +103.9% | -96.4% | +4.2% |
| 1Y | +34.4% | +159.3% | -124.9% | +29.7% |
| All | +520.0% | +549.5% | -29.5% | +483.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling