+69.4%
USAR vs KGC
+525.1%
-455.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.5% |
| 30D | -10.4% | +10.5% | -20.9% | -14.2% |
| 3M | -18.4% | +19.8% | -38.2% | -24.5% |
| 6M | -8.8% | -6.7% | -2.1% | -7.6% |
| YTD | +43.4% | +7.8% | +35.6% | +42.2% |
| 1Y | +21.0% | +35.7% | -14.7% | +16.1% |
| 3Y | +67.7% | +553.7% | -485.9% | +49.9% |
| All | +69.4% | +525.1% | -455.7% | +51.4% |
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