+82.1%
KGC vs VCLT
+103.4%
-21.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -1.3% | -0.5% | -0.8% | -0.9% |
| 30D | +20.3% | -0.9% | +21.1% | +21.1% |
| 3M | +8.1% | -3.2% | +11.3% | +10.8% |
| 6M | -8.8% | -3.8% | -5.0% | -5.8% |
| YTD | +10.1% | -2.0% | +12.1% | +12.0% |
| 1Y | +44.2% | -0.8% | +45.0% | +45.5% |
| 3Y | +533.0% | +12.3% | +520.7% | +481.6% |
| 5Y | +443.0% | -15.4% | +458.4% | +502.8% |
| 10Y | +678.6% | +15.7% | +662.8% | +597.3% |
| All | +82.1% | +103.4% | -21.3% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling