+1,213.1%
URI vs KGC
+567.0%
+646.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +2.6% | +0.2% | +2.3% | +2.6% |
| 30D | +9.1% | -8.8% | +17.9% | +9.9% |
| 3M | +1.0% | -21.1% | +22.1% | +3.0% |
| 6M | +23.3% | -32.3% | +55.7% | +27.3% |
| YTD | +43.3% | -23.5% | +66.8% | +45.4% |
| 1Y | +35.9% | -15.0% | +50.9% | +36.4% |
| 3Y | +158.6% | +327.5% | -168.9% | +118.5% |
| 5Y | +213.1% | +244.3% | -31.2% | +162.1% |
| 10Y | +1,213.1% | +634.8% | +578.3% | +993.2% |
| All | +1,213.1% | +567.0% | +646.0% | +993.2% |
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