+32.6%
UNP vs KGC
+43.6%
-11.0%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.4% | +0.2% |
| 7D | -5.3% | -1.3% | -4.1% | -5.4% |
| 30D | -1.5% | +20.3% | -21.8% | -1.3% |
| 3M | +10.3% | +8.1% | +2.2% | +10.5% |
| 6M | +9.7% | -8.8% | +18.4% | +9.4% |
| YTD | +27.1% | +10.1% | +17.0% | +27.4% |
| 1Y | +32.6% | +44.2% | -11.6% | +34.5% |
| All | +32.6% | +43.6% | -11.0% | +34.5% |
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 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