-1.4%
UL vs KGC
-18.5%
+17.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.5% |
| 7D | -2.5% | -4.1% | +1.6% | -2.3% |
| 30D | +5.7% | -11.6% | +17.3% | +5.9% |
| 3M | +7.0% | -24.5% | +31.5% | +7.9% |
| 6M | +16.1% | -34.6% | +50.6% | +18.7% |
| YTD | +3.6% | -26.2% | +29.7% | +2.8% |
| 1Y | -1.4% | -20.1% | +18.7% | -4.0% |
| All | -1.4% | -18.5% | +17.1% | -4.0% |
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