+139,599.3%
UNH vs KGC
+206.6%
+139,392.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.1% | +0.6% |
| 7D | +2.4% | -4.1% | +6.5% | +2.4% |
| 30D | +7.2% | -11.6% | +18.9% | +7.4% |
| 3M | +0.5% | -24.5% | +25.0% | +0.9% |
| 6M | +3.4% | -34.6% | +38.0% | +4.0% |
| YTD | +25.2% | -26.2% | +51.3% | +25.5% |
| 1Y | +22.7% | -20.1% | +42.8% | +22.8% |
| 3Y | -20.3% | +312.4% | -332.7% | -22.4% |
| 5Y | -3.4% | +224.9% | -228.3% | -5.9% |
| 10Y | +226.8% | +608.7% | -381.9% | +214.6% |
| All | +139,599.3% | +206.6% | +139,392.7% | +150,085.5% |
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 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