+137.5%
UMC vs KGC
+435.7%
-298.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.6% |
| 7D | +11.4% | -8.4% | +19.8% | +13.4% |
| 30D | +16.8% | +6.3% | +10.4% | +14.7% |
| 3M | +19.1% | +22.4% | -3.3% | +12.7% |
| 6M | +137.4% | -11.4% | +148.9% | +140.6% |
| YTD | +186.4% | +3.1% | +183.2% | +181.0% |
| 1Y | +229.1% | +26.6% | +202.5% | +207.6% |
| 3Y | +257.9% | +525.6% | -267.7% | +126.5% |
| 5Y | +137.5% | +451.7% | -314.1% | +52.4% |
| All | +137.5% | +435.7% | -298.2% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling