+262.9%
KGC vs VIG
+64.1%
+198.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.0% | -6.0% |
| 7D | +8.0% | +1.0% | +7.1% | +6.9% |
| 30D | -9.3% | +4.5% | -13.8% | -13.3% |
| 3M | -21.3% | +2.1% | -23.4% | -22.9% |
| 6M | -31.5% | +10.5% | -42.0% | -37.5% |
| YTD | -23.2% | +15.1% | -38.3% | -32.3% |
| 1Y | -15.0% | +16.9% | -31.9% | -26.0% |
| 3Y | +328.7% | +65.6% | +263.2% | +170.2% |
| 5Y | +262.9% | +64.4% | +198.5% | +122.0% |
| All | +262.9% | +64.1% | +198.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling