+4.6%
UNH vs KGC
+435.7%
-431.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.0% |
| 7D | -3.2% | -8.4% | +5.3% | -2.7% |
| 30D | -3.5% | +6.3% | -9.8% | -3.9% |
| 3M | -4.2% | +22.4% | -26.6% | -5.6% |
| 6M | +38.3% | -11.4% | +49.7% | +38.6% |
| YTD | +19.2% | +3.1% | +16.1% | +18.0% |
| 1Y | +15.0% | +26.6% | -11.6% | +11.9% |
| 3Y | -14.5% | +525.6% | -540.1% | -26.3% |
| 5Y | +4.6% | +451.7% | -447.1% | -8.6% |
| All | +4.6% | +435.7% | -431.1% | -8.6% |
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