-34.6%
UPS vs KGC
+450.8%
-485.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.6% |
| 7D | -2.1% | +2.4% | -4.6% | -2.3% |
| 30D | -2.3% | +9.2% | -11.5% | -3.1% |
| 3M | -5.2% | +16.7% | -22.0% | -6.6% |
| 6M | +1.4% | -7.0% | +8.4% | +1.3% |
| YTD | +6.1% | +7.5% | -1.4% | +4.8% |
| 1Y | +27.0% | +34.4% | -7.4% | +23.1% |
| 3Y | -25.9% | +552.0% | -577.9% | -40.4% |
| 5Y | -34.6% | +454.5% | -489.1% | -48.8% |
| All | -34.6% | +450.8% | -485.4% | -48.8% |
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 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