+655.3%
KGC vs VIG
+247.5%
+407.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.0% |
| 7D | -8.4% | -2.2% | -6.2% | -7.2% |
| 30D | +6.3% | -3.2% | +9.6% | +8.3% |
| 3M | +22.4% | +3.0% | +19.4% | +20.6% |
| 6M | -11.4% | +8.1% | -19.5% | -14.7% |
| YTD | +3.1% | +9.1% | -5.9% | -1.1% |
| 1Y | +26.6% | +12.6% | +14.0% | +19.7% |
| 3Y | +525.6% | +55.4% | +470.2% | +404.7% |
| 5Y | +451.7% | +62.8% | +388.9% | +335.3% |
| All | +655.3% | +247.5% | +407.8% | +387.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling