+318.6%
KGC vs VLTO
+69.5%
+249.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | +10.5% | +5.4% | +5.1% | +9.7% |
| 30D | -4.1% | +22.3% | -26.4% | -7.2% |
| 3M | -13.1% | +19.6% | -32.7% | -15.6% |
| 6M | -27.5% | +35.2% | -62.7% | -31.3% |
| YTD | -20.7% | +17.9% | -38.6% | -23.0% |
| 1Y | -6.1% | +19.5% | -25.6% | -9.1% |
| 3Y | +318.6% | +73.9% | +244.7% | +299.4% |
| All | +318.6% | +69.5% | +249.1% | +299.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling