+180.5%
KGC vs VIG
+623.5%
-443.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.0% |
| 7D | -1.3% | -0.4% | -0.8% | -1.0% |
| 30D | +20.3% | -1.0% | +21.2% | +21.1% |
| 3M | +8.1% | +2.8% | +5.3% | +6.4% |
| 6M | -8.8% | +8.2% | -17.0% | -12.9% |
| YTD | +10.1% | +11.0% | -1.0% | +3.3% |
| 1Y | +44.2% | +16.1% | +28.1% | +31.7% |
| 3Y | +533.0% | +56.2% | +476.9% | +376.3% |
| 5Y | +443.0% | +63.0% | +380.0% | +298.1% |
| 10Y | +678.6% | +241.4% | +437.1% | +233.2% |
| All | +180.5% | +623.5% | -443.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling