+25.8%
UNH vs KGC
-20.2%
+46.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | +3.4% | -6.7% | +10.0% | +3.5% |
| 30D | +3.0% | -6.7% | +9.6% | +3.0% |
| 3M | +2.7% | -22.6% | +25.3% | +3.0% |
| 6M | +2.8% | -33.4% | +36.2% | +3.4% |
| YTD | +25.9% | -26.0% | +51.9% | +24.3% |
| 1Y | +25.8% | -18.3% | +44.1% | +24.2% |
| All | +25.8% | -20.2% | +46.0% | +24.2% |
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 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