+288.4%
UNP vs KGC
+567.0%
-278.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +7.3% | -8.8% | +16.1% | +7.5% |
| 3M | +3.6% | -21.1% | +24.7% | +4.3% |
| 6M | +15.8% | -32.3% | +48.2% | +17.1% |
| YTD | +32.6% | -23.5% | +56.0% | +33.1% |
| 1Y | +37.2% | -15.0% | +52.2% | +37.1% |
| 3Y | +52.6% | +327.5% | -274.9% | +40.8% |
| 5Y | +40.6% | +244.3% | -203.7% | +28.3% |
| 10Y | +288.4% | +634.8% | -346.3% | +276.4% |
| All | +288.4% | +567.0% | -278.6% | +276.4% |
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