+263.0%
UMC vs KGC
+548.3%
-285.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +13.6% | -0.1% | +13.7% | +13.5% |
| 30D | +20.8% | +10.5% | +10.3% | +17.9% |
| 3M | +16.1% | +19.8% | -3.6% | +10.9% |
| 6M | +137.3% | -6.7% | +144.0% | +137.7% |
| YTD | +193.8% | +7.8% | +186.0% | +187.8% |
| 1Y | +236.1% | +35.7% | +200.4% | +215.9% |
| All | +263.0% | +548.3% | -285.3% | +157.2% |
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