+286.2%
KGC vs VFC
-67.4%
+353.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +10.5% | +11.2% | -0.7% | +9.0% |
| 30D | -4.1% | +41.5% | -45.6% | -8.4% |
| 3M | -13.1% | +38.9% | -52.0% | -16.9% |
| 6M | -27.5% | +6.1% | -33.7% | -28.6% |
| YTD | -20.7% | +14.5% | -35.3% | -22.7% |
| 1Y | -6.1% | +46.0% | -52.0% | -10.9% |
| 3Y | +318.6% | +36.4% | +282.2% | +272.0% |
| All | +286.2% | -67.4% | +353.6% | +386.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling