+35.7%
KGC vs VFC
-15.2%
+50.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.7% |
| 7D | -0.1% | -2.3% | +2.2% | +0.4% |
| 30D | +10.5% | -13.4% | +23.8% | +13.7% |
| 3M | +19.8% | -23.7% | +43.5% | +25.6% |
| 6M | -6.7% | -24.5% | +17.8% | -1.9% |
| YTD | +7.8% | -27.8% | +35.6% | +14.5% |
| 1Y | +35.7% | -13.5% | +49.1% | +42.0% |
| All | +35.7% | -15.2% | +50.9% | +42.0% |
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