-54.0%
USAR vs KGC
-14.2%
-39.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.8% | -3.8% | -5.0% |
| 7D | -9.1% | +8.0% | -17.1% | -14.5% |
| 30D | -36.9% | -9.3% | -27.6% | -31.7% |
| 3M | -58.4% | -21.3% | -37.1% | -50.7% |
| 6M | -70.6% | -31.5% | -39.1% | -60.8% |
| YTD | -33.4% | -23.2% | -10.2% | -26.8% |
| 1Y | -54.0% | -15.0% | -39.0% | -53.9% |
| All | -54.0% | -14.2% | -39.8% | -53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling