+136,006.1%
UNH vs KGC
+357.0%
+135,649.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.9% |
| 7D | +1.1% | -1.3% | +2.3% | +1.1% |
| 30D | -3.8% | +20.3% | -24.1% | -4.1% |
| 3M | +0.7% | +8.1% | -7.3% | +0.5% |
| 6M | +37.9% | -8.8% | +46.6% | +37.9% |
| YTD | +21.9% | +10.1% | +11.9% | +21.5% |
| 1Y | +31.4% | +44.2% | -12.8% | +30.3% |
| 3Y | -11.4% | +533.0% | -544.4% | -14.3% |
| 5Y | +2.5% | +443.0% | -440.5% | -0.8% |
| 10Y | +242.9% | +678.6% | -435.7% | +228.9% |
| All | +136,006.1% | +357.0% | +135,649.0% | +145,373.1% |
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