+318.6%
KGC vs URA
+36.0%
+282.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +0.7% |
| 7D | +10.5% | -4.1% | +14.6% | +12.7% |
| 30D | -4.1% | -19.0% | +15.0% | +7.2% |
| 3M | -13.1% | -25.1% | +12.1% | +1.2% |
| 6M | -27.5% | -44.5% | +16.9% | -2.4% |
| YTD | -20.7% | -24.3% | +3.6% | -7.6% |
| 1Y | -6.1% | -28.1% | +22.1% | +11.6% |
| 3Y | +318.6% | +40.7% | +277.9% | +278.4% |
| All | +318.6% | +36.0% | +282.6% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling