+240.3%
UMC vs KGC
+28.2%
+212.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +9.0% | -5.6% | +14.6% | +10.5% |
| 30D | +17.2% | +6.1% | +11.1% | +14.7% |
| 3M | +11.4% | +17.3% | -5.9% | +4.9% |
| 6M | +137.5% | -10.3% | +147.8% | +141.5% |
| YTD | +193.1% | +3.9% | +189.3% | +191.9% |
| 1Y | +240.3% | +25.7% | +214.6% | +219.5% |
| All | +240.3% | +28.2% | +212.1% | +219.5% |
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