+1,158.5%
URI vs KGC
+568.9%
+589.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -1.5% |
| 7D | -6.0% | +8.0% | -14.0% | -6.7% |
| 30D | +4.6% | -9.3% | +13.9% | +5.5% |
| 3M | -2.7% | -21.3% | +18.6% | -0.7% |
| 6M | +18.4% | -31.5% | +49.9% | +22.0% |
| YTD | +37.4% | -23.2% | +60.6% | +39.3% |
| 1Y | +30.4% | -15.0% | +45.4% | +30.9% |
| 3Y | +147.9% | +328.7% | -180.8% | +109.4% |
| 5Y | +202.1% | +262.9% | -60.8% | +152.2% |
| All | +1,158.5% | +568.9% | +589.6% | +947.5% |
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