+315.8%
KGC vs URA
+35.4%
+280.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -6.7% | -1.5% | -5.1% | -5.9% |
| 30D | -6.7% | -10.4% | +3.8% | -1.0% |
| 3M | -22.6% | -29.6% | +7.1% | -6.9% |
| 6M | -33.4% | -40.3% | +6.8% | -13.2% |
| YTD | -26.0% | -25.5% | -0.5% | -13.0% |
| 1Y | -18.3% | -26.4% | +8.1% | -3.8% |
| 3Y | +315.8% | +31.4% | +284.4% | +286.2% |
| All | +315.8% | +35.4% | +280.4% | +286.2% |
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