+88.3%
KGC vs URA
-31.1%
+119.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.6% |
| 7D | -1.3% | +1.1% | -2.4% | -1.7% |
| 30D | +20.3% | +7.4% | +12.9% | +16.6% |
| 3M | +8.1% | -8.4% | +16.5% | +12.4% |
| 6M | -8.8% | -12.7% | +4.0% | -3.3% |
| YTD | +10.1% | +7.8% | +2.3% | +6.4% |
| 1Y | +44.2% | +19.5% | +24.8% | +32.6% |
| 3Y | +533.0% | +116.4% | +416.6% | +339.0% |
| 5Y | +443.0% | +134.3% | +308.7% | +245.6% |
| 10Y | +678.6% | +359.3% | +319.3% | +239.0% |
| All | +88.3% | -31.1% | +119.4% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling