+154.7%
UMC vs KGC
+1,190.8%
-1,036.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +11.2% | -6.7% | +17.8% | +11.9% |
| 30D | -28.0% | -6.7% | -21.4% | -27.6% |
| 3M | -20.5% | -22.6% | +2.0% | -18.9% |
| 6M | -1.6% | -33.4% | +31.9% | +1.6% |
| YTD | +99.4% | -26.0% | +125.4% | +103.8% |
| 1Y | +120.4% | -18.3% | +138.7% | +123.2% |
| 3Y | +134.2% | +315.8% | -181.6% | +104.5% |
| 5Y | +78.8% | +225.7% | -146.9% | +57.2% |
| 10Y | +1,280.4% | +610.5% | +670.0% | +1,006.2% |
| All | +154.7% | +1,190.8% | -1,036.1% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling