+129.8%
UAL vs KGC
+543.3%
-413.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.0% |
| 7D | +0.7% | -1.3% | +2.0% | +0.9% |
| 30D | -16.1% | +20.3% | -36.4% | -19.4% |
| 3M | +6.1% | +8.1% | -1.9% | +3.7% |
| 6M | +10.8% | -8.8% | +19.6% | +11.3% |
| YTD | -0.4% | +10.1% | -10.5% | -3.6% |
| 1Y | +5.0% | +44.2% | -39.2% | -3.4% |
| All | +129.8% | +543.3% | -413.5% | +64.8% |
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