+451.7%
KGC vs VIVK
-100.0%
+551.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.4% | -6.7% | -4.3% |
| 7D | -8.4% | -9.5% | +1.0% | -8.3% |
| 30D | +6.3% | -35.1% | +41.5% | +6.9% |
| 3M | +22.4% | -93.4% | +115.8% | +26.0% |
| 6M | -11.4% | -98.0% | +86.6% | -8.1% |
| YTD | +3.1% | -97.9% | +101.0% | +6.1% |
| 1Y | +26.6% | -100.0% | +126.6% | +38.7% |
| 3Y | +525.6% | -100.0% | +625.6% | +570.6% |
| 5Y | +451.7% | -100.0% | +551.7% | +471.4% |
| All | +451.7% | -100.0% | +551.7% | +471.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling