+282.5%
UNP vs KGC
+678.3%
-395.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | +10.5% | -12.6% | -2.4% |
| 3M | +5.4% | +19.8% | -14.3% | +4.7% |
| 6M | +13.4% | -6.7% | +20.1% | +13.4% |
| YTD | +25.0% | +7.8% | +17.2% | +24.2% |
| 1Y | +34.6% | +35.7% | -1.1% | +32.4% |
| 3Y | +43.6% | +553.7% | -510.1% | +31.1% |
| 5Y | +51.7% | +461.7% | -410.0% | +37.5% |
| 10Y | +282.5% | +710.2% | -427.7% | +265.6% |
| All | +282.5% | +678.3% | -395.8% | +265.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling