-33.2%
UPS vs KGC
+248.9%
-282.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -1.6% | +0.2% | -1.9% | -1.7% |
| 30D | +17.9% | -8.8% | +26.8% | +18.7% |
| 3M | +9.4% | -21.1% | +30.5% | +11.3% |
| 6M | +16.2% | -32.3% | +48.5% | +19.1% |
| YTD | +18.8% | -23.5% | +42.2% | +20.3% |
| 1Y | +26.1% | -15.0% | +41.1% | +26.8% |
| 3Y | -4.5% | +327.5% | -332.0% | -20.3% |
| 5Y | -33.2% | +244.3% | -277.5% | -46.6% |
| All | -33.2% | +248.9% | -282.1% | -46.6% |
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