+280.3%
UAL vs KGC
+126.9%
+153.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +0.4% |
| 7D | +12.5% | +8.0% | +4.4% | +12.1% |
| 30D | +12.2% | -9.3% | +21.5% | +12.7% |
| 3M | -2.6% | -21.3% | +18.7% | -1.6% |
| 6M | +21.1% | -31.5% | +52.6% | +22.9% |
| YTD | +7.8% | -23.2% | +31.1% | +8.8% |
| 1Y | +25.4% | -15.0% | +40.4% | +26.1% |
| 3Y | +217.3% | +328.7% | -111.4% | +202.3% |
| 5Y | +132.9% | +262.9% | -130.0% | +121.0% |
| 10Y | +101.1% | +568.9% | -467.8% | +88.1% |
| All | +280.3% | +126.9% | +153.4% | +226.7% |
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