+147.9%
URI vs KGC
+315.9%
-168.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -1.3% |
| 7D | -6.0% | +8.0% | -14.0% | -6.9% |
| 30D | +4.6% | -9.3% | +13.9% | +5.8% |
| 3M | -2.7% | -21.3% | +18.6% | -0.1% |
| 6M | +18.4% | -31.5% | +49.9% | +23.3% |
| YTD | +37.4% | -23.2% | +60.6% | +39.4% |
| 1Y | +30.4% | -15.0% | +45.4% | +30.4% |
| 3Y | +147.9% | +328.7% | -180.8% | +72.3% |
| All | +147.9% | +315.9% | -168.0% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling