+1,218.8%
URI vs KGC
+496.6%
+722.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.7% | +4.1% | +6.6% |
| 7D | -4.0% | +11.1% | -15.2% | -5.0% |
| 30D | +6.8% | -3.7% | +10.5% | +7.1% |
| 3M | -2.8% | -17.2% | +14.4% | -1.3% |
| 6M | +20.9% | -27.3% | +48.1% | +23.8% |
| YTD | +40.2% | -18.5% | +58.8% | +41.4% |
| 1Y | +34.1% | -5.7% | +39.8% | +33.3% |
| 3Y | +164.1% | +336.5% | -172.3% | +123.5% |
| 5Y | +199.3% | +298.7% | -99.4% | +149.1% |
| 10Y | +1,218.8% | +538.5% | +680.3% | +986.5% |
| All | +1,218.8% | +496.6% | +722.3% | +986.5% |
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