+50.0%
UNP vs KGC
+450.8%
-400.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | -0.7% | +2.4% | -3.2% | -0.9% |
| 30D | -1.1% | +9.2% | -10.4% | -1.7% |
| 3M | +7.9% | +16.7% | -8.9% | +6.6% |
| 6M | +14.6% | -7.0% | +21.6% | +14.8% |
| YTD | +26.6% | +7.5% | +19.1% | +24.8% |
| 1Y | +35.6% | +34.4% | +1.2% | +30.7% |
| 3Y | +45.5% | +552.0% | -506.5% | +13.2% |
| 5Y | +50.0% | +454.5% | -404.5% | +14.4% |
| All | +50.0% | +450.8% | -400.8% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling