+255.6%
UAL vs KGC
+134.4%
+121.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.9% |
| 7D | +8.2% | +10.5% | -2.3% | +7.7% |
| 30D | +2.3% | -4.1% | +6.4% | +2.5% |
| 3M | -12.7% | -13.1% | +0.4% | -12.2% |
| 6M | +12.7% | -27.5% | +40.2% | +14.1% |
| YTD | +0.8% | -20.7% | +21.5% | +1.6% |
| 1Y | +17.8% | -6.1% | +23.8% | +18.0% |
| 3Y | +206.7% | +318.6% | -111.9% | +192.1% |
| 5Y | +113.9% | +289.9% | -176.1% | +102.5% |
| 10Y | +97.0% | +501.8% | -404.8% | +84.4% |
| All | +255.6% | +134.4% | +121.2% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling