+60.6%
KGC vs VIVK
-100.0%
+160.6%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.0% | -2.3% |
| 7D | +2.4% | +13.1% | -10.6% | +2.5% |
| 30D | +9.2% | -29.7% | +38.9% | +9.2% |
| 3M | +16.7% | -93.0% | +109.7% | +16.5% |
| 6M | -7.0% | -98.0% | +91.0% | -7.3% |
| YTD | +7.5% | -97.8% | +105.3% | +7.3% |
| 1Y | +34.4% | -100.0% | +134.3% | +33.5% |
| 3Y | +552.0% | -100.0% | +651.9% | +548.6% |
| 5Y | +454.5% | -100.0% | +554.5% | +451.4% |
| 10Y | +658.7% | -100.0% | +758.7% | +666.5% |
| All | +60.6% | -100.0% | +160.6% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling