-17.9%
USAR vs KGC
+343.9%
-361.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +0.8% | +0.2% | +0.6% | +1.0% |
| 30D | -30.1% | -8.8% | -21.2% | -27.1% |
| 3M | -56.3% | -21.1% | -35.2% | -51.9% |
| 6M | -68.6% | -32.3% | -36.3% | -63.4% |
| YTD | -30.5% | -23.5% | -7.1% | -20.7% |
| 1Y | -53.5% | -15.0% | -38.5% | -47.8% |
| 3Y | -19.3% | +327.5% | -346.8% | -17.0% |
| All | -17.9% | +343.9% | -361.9% | -15.5% |
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