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  • URI vs KGC✓SelectedUSD · KGCURI vs KGC performance historyLatest closeAs of+1.61%09/04
Stock and ETF performance explorer

URI vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+6,893.4%
KGC return
+255.5%
Excess return
+6,638.0%
Maximum drawdown
-93.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
1D+1.6%-2.3%+3.9%+1.8%
7D-2.0%-1.3%-0.7%-1.9%
30D-12.9%+20.3%-33.2%-14.1%
3M-6.7%+8.1%-14.8%-7.4%
6M+19.0%-8.8%+27.8%+19.2%
YTD+25.5%+10.1%+15.5%+23.9%
1Y+5.5%+44.2%-38.7%+2.2%
3Y+111.3%+533.0%-421.7%+83.9%
5Y+198.6%+443.0%-244.5%+159.5%
10Y+1,179.9%+678.6%+501.4%+958.3%
All+6,893.4%+255.5%+6,638.0%+5,774.7%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling