+243.6%
UMC vs KGC
+1,819.4%
-1,575.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.8% |
| 7D | +5.0% | -1.3% | +6.2% | +5.0% |
| 30D | +7.7% | +20.3% | -12.6% | +5.7% |
| 3M | +1.7% | +8.1% | -6.4% | +0.6% |
| 6M | +113.9% | -8.8% | +122.7% | +114.7% |
| YTD | +168.9% | +10.1% | +158.8% | +165.3% |
| 1Y | +207.2% | +44.2% | +163.0% | +195.5% |
| 3Y | +227.7% | +533.0% | -305.3% | +175.5% |
| 5Y | +118.0% | +443.0% | -325.0% | +83.4% |
| 10Y | +1,682.1% | +678.6% | +1,003.6% | +1,306.3% |
| All | +243.6% | +1,819.4% | -1,575.9% | +257.1% |
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