+658.7%
KGC vs URA
+371.9%
+286.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.5% | -3.6% |
| 7D | +2.4% | +8.1% | -5.7% | -0.9% |
| 30D | +9.2% | +5.8% | +3.5% | +6.6% |
| 3M | +16.7% | +3.4% | +13.3% | +15.1% |
| 6M | -7.0% | -2.6% | -4.4% | -6.0% |
| YTD | +7.5% | +11.2% | -3.7% | +3.1% |
| 1Y | +34.4% | +19.8% | +14.5% | +24.6% |
| 3Y | +552.0% | +121.5% | +430.5% | +367.9% |
| 5Y | +454.5% | +134.5% | +320.1% | +275.2% |
| 10Y | +658.7% | +376.7% | +282.0% | +386.7% |
| All | +658.7% | +371.9% | +286.8% | +386.7% |
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