+36.1%
UPS vs KGC
+678.3%
-642.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -3.7% | +10.5% | -14.2% | -4.2% |
| 3M | -6.6% | +19.8% | -26.3% | -7.4% |
| 6M | +2.6% | -6.7% | +9.2% | +2.5% |
| YTD | +4.8% | +7.8% | -3.0% | +4.1% |
| 1Y | +25.3% | +35.7% | -10.4% | +23.3% |
| 3Y | -26.9% | +553.7% | -580.5% | -33.2% |
| 5Y | -33.5% | +461.7% | -495.2% | -39.7% |
| 10Y | +36.1% | +710.2% | -674.1% | +26.8% |
| All | +36.1% | +678.3% | -642.2% | +26.8% |
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