+244.3%
KGC vs VCLT
-16.2%
+260.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +0.2% | -0.6% | +0.8% | +0.7% |
| 30D | -8.8% | +2.8% | -11.6% | -10.8% |
| 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% | -12.1% |
| 3Y | +327.5% | +15.6% | +312.0% | +284.2% |
| 5Y | +244.3% | -15.8% | +260.1% | +228.7% |
| All | +244.3% | -16.2% | +260.5% | +228.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling