+1,340.7%
URI vs KGC
+523.1%
+817.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.0% | -1.9% | +0.8% |
| 7D | -9.8% | +10.5% | -20.3% | -10.7% |
| 30D | +1.7% | -4.1% | +5.8% | +2.0% |
| 3M | -9.1% | -13.1% | +4.0% | -8.1% |
| 6M | +9.9% | -27.5% | +37.4% | +12.6% |
| YTD | +31.2% | -20.7% | +51.9% | +32.6% |
| 1Y | +25.9% | -6.1% | +32.0% | +25.2% |
| 3Y | +147.4% | +318.6% | -171.2% | +109.5% |
| 5Y | +179.7% | +289.9% | -110.2% | +132.6% |
| All | +1,340.7% | +523.1% | +817.6% | +1,094.5% |
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