+538.5%
KGC vs URA
+307.1%
+231.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.4% | +0.1% |
| 7D | +11.1% | +4.3% | +6.9% | +9.0% |
| 30D | -3.7% | -11.7% | +8.0% | +1.4% |
| 3M | -17.2% | -23.5% | +6.3% | -7.4% |
| 6M | -27.3% | -37.8% | +10.5% | -11.6% |
| YTD | -18.5% | -19.6% | +1.1% | -10.4% |
| 1Y | -5.7% | -24.8% | +19.1% | +6.0% |
| 3Y | +336.5% | +47.0% | +289.5% | +272.2% |
| 5Y | +298.7% | +35.4% | +263.4% | +235.9% |
| 10Y | +538.5% | +302.3% | +236.2% | +224.3% |
| All | +538.5% | +307.1% | +231.4% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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