-20.1%
KGC vs VFC
+36.5%
-56.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.6% | -2.8% |
| 7D | -4.1% | -1.4% | -2.6% | -3.7% |
| 30D | -11.6% | +24.6% | -36.3% | -16.5% |
| 3M | -24.5% | +38.4% | -63.0% | -30.9% |
| 6M | -34.6% | +15.3% | -49.8% | -37.7% |
| YTD | -26.2% | +12.7% | -38.9% | -29.7% |
| 1Y | -20.1% | +32.7% | -52.8% | -27.0% |
| All | -20.1% | +36.5% | -56.6% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling