+207.2%
UMC vs KGC
+43.6%
+163.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.1% |
| 7D | +5.0% | -1.3% | +6.2% | +5.1% |
| 30D | +7.7% | +20.3% | -12.6% | +1.9% |
| 3M | +1.7% | +8.1% | -6.4% | -1.2% |
| 6M | +113.9% | -8.8% | +122.7% | +116.8% |
| YTD | +168.9% | +10.1% | +158.8% | +164.4% |
| 1Y | +207.2% | +44.2% | +163.0% | +187.7% |
| All | +207.2% | +43.6% | +163.6% | +187.7% |
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 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