+315.8%
KGC vs VLTO
+70.6%
+245.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -6.7% | +1.0% | -7.6% | -6.8% |
| 30D | -6.7% | +17.5% | -24.1% | -9.1% |
| 3M | -22.6% | +21.4% | -44.0% | -25.2% |
| 6M | -33.4% | +38.1% | -71.6% | -37.3% |
| YTD | -26.0% | +19.0% | -45.0% | -28.4% |
| 1Y | -18.3% | +20.7% | -39.0% | -21.3% |
| 3Y | +315.8% | +64.3% | +251.5% | +277.2% |
| All | +315.8% | +70.6% | +245.2% | +277.2% |
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