-9.8%
KGC vs URA
-27.8%
+18.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.4% | -1.2% |
| 7D | +11.1% | +4.3% | +6.9% | +7.9% |
| 30D | -3.7% | -11.7% | +8.0% | +4.1% |
| 3M | -17.2% | -23.5% | +6.3% | -2.3% |
| 6M | -27.3% | -37.8% | +10.5% | -3.6% |
| YTD | -18.5% | -19.6% | +1.1% | -1.7% |
| All | -9.8% | -27.8% | +18.0% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling