+567.5%
KGC vs VFC
-24.5%
+592.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.6% | -2.5% |
| 7D | -1.3% | -1.6% | +0.3% | -1.1% |
| 30D | +20.3% | -11.6% | +31.9% | +21.6% |
| 3M | +8.1% | -18.1% | +26.2% | +9.8% |
| 6M | -8.8% | -27.4% | +18.6% | -6.5% |
| YTD | +10.1% | -24.8% | +34.9% | +12.6% |
| 1Y | +44.2% | -8.2% | +52.4% | +45.4% |
| All | +567.5% | -24.5% | +592.0% | +560.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling