+39.4%
UNP vs KGC
-20.2%
+59.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +4.2% | -6.7% | +10.9% | +4.3% |
| 30D | +5.6% | -6.7% | +12.2% | +5.5% |
| 3M | +2.0% | -22.6% | +24.6% | +2.3% |
| 6M | +15.4% | -33.4% | +48.8% | +16.0% |
| YTD | +32.7% | -26.0% | +58.7% | +32.8% |
| 1Y | +39.4% | -18.3% | +57.7% | +40.1% |
| All | +39.4% | -20.2% | +59.6% | +40.1% |
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 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