+112.3%
UAL vs KGC
+286.2%
-173.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.4% |
| 7D | +8.2% | +10.5% | -2.3% | +6.1% |
| 30D | +2.3% | -4.1% | +6.4% | +3.0% |
| 3M | -12.7% | -13.1% | +0.4% | -10.9% |
| 6M | +12.7% | -27.5% | +40.2% | +18.6% |
| YTD | +0.8% | -20.7% | +21.5% | +3.6% |
| 1Y | +17.8% | -6.1% | +23.8% | +17.4% |
| 3Y | +206.7% | +318.6% | -111.9% | +126.2% |
| All | +112.3% | +286.2% | -173.9% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling