+35.0%
UL vs KGC
+315.9%
-280.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.1% |
| 7D | +2.6% | +8.0% | -5.5% | +2.1% |
| 30D | +6.8% | -9.3% | +16.1% | +7.2% |
| 3M | +5.7% | -21.3% | +27.1% | +6.9% |
| 6M | +15.9% | -31.5% | +47.4% | +18.3% |
| YTD | +4.3% | -23.2% | +27.5% | +5.1% |
| 1Y | -0.4% | -15.0% | +14.6% | -0.4% |
| 3Y | +35.0% | +328.7% | -293.8% | +14.7% |
| All | +35.0% | +315.9% | -280.9% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling