-1.9%
UL vs KGC
-15.6%
+13.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +4.5% | -8.8% | +13.3% | +4.7% |
| 3M | +5.5% | -21.1% | +26.5% | +6.2% |
| 6M | +17.0% | -32.3% | +49.3% | +19.5% |
| YTD | +3.2% | -23.5% | +26.6% | +2.3% |
| 1Y | -1.9% | -15.0% | +13.1% | -4.9% |
| All | -1.9% | -15.6% | +13.8% | -4.9% |
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