+710.2%
KGC vs VFC
-69.4%
+779.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.1% |
| 30D | +10.5% | -13.4% | +23.8% | +12.1% |
| 3M | +19.8% | -23.7% | +43.5% | +22.9% |
| 6M | -6.7% | -24.5% | +17.8% | -4.2% |
| YTD | +7.8% | -27.8% | +35.6% | +11.1% |
| 1Y | +35.7% | -13.5% | +49.1% | +37.0% |
| 3Y | +553.7% | -27.1% | +580.8% | +541.2% |
| 5Y | +461.7% | -79.0% | +540.7% | +510.8% |
| 10Y | +710.2% | -68.7% | +778.9% | +732.4% |
| All | +710.2% | -69.4% | +779.6% | +732.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling