+660.5%
KGC vs VIVK
-100.0%
+760.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.4% | +8.1% | +0.7% |
| 7D | -5.6% | -4.4% | -1.3% | -5.6% |
| 30D | +6.1% | -40.8% | +47.0% | +6.4% |
| 3M | +17.3% | -94.1% | +111.5% | +18.5% |
| 6M | -10.3% | -98.2% | +87.9% | -9.2% |
| YTD | +3.9% | -98.0% | +101.9% | +4.9% |
| 1Y | +25.7% | -100.0% | +125.7% | +29.0% |
| 3Y | +526.0% | -100.0% | +626.0% | +539.8% |
| 5Y | +455.5% | -100.0% | +555.5% | +466.6% |
| All | +660.5% | -100.0% | +760.5% | +690.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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