+218.7%
KGC vs VFC
+1,367.6%
-1,148.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | +8.0% | +3.5% | +4.5% | +7.7% |
| 30D | -9.3% | +38.3% | -47.6% | -12.0% |
| 3M | -21.3% | +40.2% | -61.5% | -23.8% |
| 6M | -31.5% | +10.6% | -42.1% | -32.4% |
| YTD | -23.2% | +16.7% | -40.0% | -24.7% |
| 1Y | -15.0% | +45.0% | -60.0% | -18.2% |
| 3Y | +328.7% | +48.8% | +279.9% | +296.8% |
| 5Y | +262.9% | -67.6% | +330.5% | +275.4% |
| 10Y | +568.9% | -47.5% | +616.4% | +553.4% |
| All | +218.7% | +1,367.6% | -1,148.9% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling