+67.7%
UL vs KGC
+678.3%
-610.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -0.6% | +10.5% | -11.1% | -1.5% |
| 3M | +9.4% | +19.8% | -10.3% | +7.4% |
| 6M | -4.1% | -6.7% | +2.5% | -4.1% |
| YTD | -2.0% | +7.8% | -9.8% | -3.5% |
| 1Y | -9.0% | +35.7% | -44.6% | -12.5% |
| 3Y | +21.8% | +553.7% | -531.9% | 0.0% |
| 5Y | +20.6% | +461.7% | -441.1% | -1.4% |
| 10Y | +67.7% | +710.2% | -642.5% | +31.7% |
| All | +67.7% | +678.3% | -610.6% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling