+461.7%
KGC vs VCLT
-15.5%
+477.2%
-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% | +0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +10.5% | +0.1% | +10.4% | +10.4% |
| 3M | +19.8% | -2.9% | +22.7% | +22.5% |
| 6M | -6.7% | -4.0% | -2.7% | -3.6% |
| YTD | +7.8% | -2.2% | +10.0% | +9.9% |
| 1Y | +35.7% | -2.6% | +38.3% | +38.6% |
| 3Y | +553.7% | +12.3% | +541.4% | +500.4% |
| 5Y | +461.7% | -16.4% | +478.1% | +438.2% |
| All | +461.7% | -15.5% | +477.2% | +438.2% |
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