+75.4%
USAR vs KGC
+523.4%
-448.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.2% |
| 7D | +2.3% | +2.4% | -0.1% | +1.2% |
| 30D | -8.6% | +9.2% | -17.9% | -12.1% |
| 3M | -20.5% | +16.7% | -37.2% | -25.7% |
| 6M | +1.2% | -7.0% | +8.2% | +2.7% |
| YTD | +48.4% | +7.5% | +40.9% | +47.3% |
| 1Y | +30.6% | +34.4% | -3.7% | +25.6% |
| 3Y | +73.6% | +552.0% | -478.3% | +55.4% |
| All | +75.4% | +523.4% | -448.1% | +56.9% |
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 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