+99.5%
U vs KGC
+317.1%
-217.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.0% | +2.5% | +4.6% |
| 7D | +36.6% | +10.5% | +26.1% | +32.4% |
| 30D | +13.3% | -4.1% | +17.4% | +14.8% |
| 3M | +26.2% | -13.1% | +39.2% | +30.6% |
| 6M | +88.7% | -27.5% | +116.3% | +105.1% |
| YTD | +16.6% | -20.7% | +37.3% | +24.3% |
| 1Y | +29.0% | -6.1% | +35.0% | +31.6% |
| 3Y | +99.5% | +318.6% | -219.1% | +33.1% |
| All | +99.5% | +317.1% | -217.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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