+330.0%
KGC vs VCLT
+16.4%
+313.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.8% |
| 30D | -8.8% | +2.8% | -11.6% | -11.0% |
| 3M | -21.1% | -0.4% | -20.7% | -20.6% |
| 6M | -32.3% | -3.1% | -29.2% | -30.3% |
| YTD | -23.5% | -2.7% | -20.8% | -21.5% |
| 1Y | -15.0% | -3.7% | -11.3% | -12.2% |
| All | +330.0% | +16.4% | +313.6% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling