+1,151.9%
URI vs KGC
+635.9%
+515.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.7% |
| 7D | +9.3% | -4.1% | +13.4% | +9.8% |
| 30D | +7.6% | -11.6% | +19.2% | +8.7% |
| 3M | +1.0% | -24.5% | +25.6% | +3.5% |
| 6M | +19.8% | -34.6% | +54.4% | +24.1% |
| YTD | +41.9% | -26.2% | +68.0% | +44.4% |
| 1Y | +33.4% | -20.1% | +53.5% | +34.7% |
| 3Y | +156.0% | +312.4% | -156.4% | +117.3% |
| 5Y | +209.5% | +224.9% | -15.4% | +160.6% |
| All | +1,151.9% | +635.9% | +515.9% | +946.4% |
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 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