+203.4%
URI vs KGC
+450.1%
-246.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | -2.0% | -1.3% | -0.7% | -1.8% |
| 30D | -12.9% | +20.3% | -33.2% | -15.5% |
| 3M | -6.7% | +8.1% | -14.8% | -8.3% |
| 6M | +19.0% | -8.8% | +27.8% | +19.5% |
| YTD | +25.5% | +10.1% | +15.5% | +21.7% |
| 1Y | +5.5% | +44.2% | -38.7% | -2.4% |
| 3Y | +111.3% | +533.0% | -421.7% | +44.9% |
| All | +203.4% | +450.1% | -246.7% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling