+81.3%
USB vs KGC
+637.7%
-556.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.9% |
| 7D | +2.6% | -6.7% | +9.2% | +2.7% |
| 30D | +8.4% | -6.7% | +15.1% | +8.5% |
| 3M | -5.5% | -22.6% | +17.0% | -5.2% |
| 6M | +17.7% | -33.4% | +51.2% | +18.4% |
| YTD | +17.6% | -26.0% | +43.5% | +18.0% |
| 1Y | +33.9% | -18.3% | +52.2% | +34.2% |
| 3Y | +103.8% | +315.8% | -212.0% | +100.0% |
| 5Y | +25.6% | +225.7% | -200.1% | +21.9% |
| All | +81.3% | +637.7% | -556.4% | +93.6% |
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