-13.2%
UNH vs KGC
+548.3%
-561.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -3.8% | +10.5% | -14.3% | -4.3% |
| 3M | -4.3% | +19.8% | -24.1% | -5.2% |
| 6M | +38.6% | -6.7% | +45.3% | +38.4% |
| YTD | +20.7% | +7.8% | +12.9% | +19.4% |
| 1Y | +16.0% | +35.7% | -19.7% | +13.1% |
| All | -13.2% | +548.3% | -561.5% | -18.5% |
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