+434.4%
KGC vs VLTO
+56.1%
+378.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.6% |
| 7D | +11.1% | +2.0% | +9.1% | +10.9% |
| 30D | -3.7% | +21.8% | -25.5% | -6.4% |
| 3M | -17.2% | +20.2% | -37.4% | -19.3% |
| 6M | -27.3% | +36.3% | -63.6% | -30.5% |
| YTD | -18.5% | +18.8% | -37.4% | -20.7% |
| 1Y | -5.7% | +20.4% | -26.1% | -8.4% |
| 3Y | +336.5% | +71.9% | +264.6% | +321.2% |
| All | +434.4% | +56.1% | +378.3% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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