+92.7%
USB vs KGC
+504.9%
-412.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.1% |
| 7D | -1.5% | 0.0% | -1.4% | -1.5% |
| 30D | +4.3% | -9.3% | +13.6% | +4.4% |
| 3M | -6.1% | -15.9% | +9.8% | -5.9% |
| 6M | +9.4% | -24.9% | +34.3% | +9.8% |
| YTD | +15.2% | -23.0% | +38.2% | +15.5% |
| 1Y | +32.8% | -9.9% | +42.7% | +32.9% |
| 3Y | +91.3% | +301.2% | -210.0% | +87.9% |
| 5Y | +22.7% | +278.5% | -255.9% | +19.6% |
| All | +92.7% | +504.9% | -412.2% | +103.5% |
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 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