+22.0%
USB vs KGC
+286.2%
-264.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -0.7% |
| 7D | 0.0% | +10.5% | -10.5% | -0.8% |
| 30D | +5.8% | -4.1% | +9.9% | +6.1% |
| 3M | -6.0% | -13.1% | +7.1% | -5.3% |
| 6M | +7.8% | -27.5% | +35.3% | +9.8% |
| YTD | +14.6% | -20.7% | +35.3% | +15.3% |
| 1Y | +31.8% | -6.1% | +37.8% | +30.7% |
| 3Y | +91.5% | +318.6% | -227.1% | +60.3% |
| All | +22.0% | +286.2% | -264.2% | +0.1% |
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