-9.3%
UL vs KGC
+43.6%
-52.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -1.3% | -1.3% | -0.1% | -1.3% |
| 30D | +0.5% | +20.3% | -19.8% | -0.1% |
| 3M | +17.6% | +8.1% | +9.5% | +17.5% |
| 6M | -5.4% | -8.8% | +3.4% | -4.5% |
| YTD | +0.7% | +10.1% | -9.4% | +0.8% |
| 1Y | -9.3% | +44.2% | -53.5% | -9.4% |
| All | -9.3% | +43.6% | -52.9% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling