+8,438.8%
USB vs KGC
+357.0%
+8,081.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.2% |
| 7D | +1.4% | -1.3% | +2.7% | +1.5% |
| 30D | -1.3% | +20.3% | -21.6% | -1.5% |
| 3M | +15.2% | +8.1% | +7.2% | +15.1% |
| 6M | +18.8% | -8.8% | +27.6% | +18.8% |
| YTD | +21.0% | +10.1% | +11.0% | +20.8% |
| 1Y | +34.0% | +44.2% | -10.2% | +33.5% |
| 3Y | +95.3% | +533.0% | -437.7% | +92.0% |
| 5Y | +40.4% | +443.0% | -402.6% | +37.9% |
| 10Y | +107.3% | +678.6% | -571.2% | +103.0% |
| All | +8,438.8% | +357.0% | +8,081.8% | +8,770.9% |
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 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