+116.5%
UAL vs KGC
+226.6%
-110.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -3.0% | -6.7% | +3.6% | -1.6% |
| 30D | +10.5% | -6.7% | +17.1% | +11.9% |
| 3M | -13.5% | -22.6% | +9.1% | -9.5% |
| 6M | +14.2% | -33.4% | +47.7% | +22.5% |
| YTD | -2.2% | -26.0% | +23.7% | +1.9% |
| 1Y | +12.5% | -18.3% | +30.8% | +15.1% |
| 3Y | +186.8% | +315.8% | -129.0% | +110.7% |
| All | +116.5% | +226.6% | -110.1% | +74.6% |
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