+331.2%
KGC vs VLTO
+70.5%
+260.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +8.0% | +1.6% | +6.4% | +7.8% |
| 30D | -9.3% | +22.0% | -31.3% | -12.4% |
| 3M | -21.3% | +21.9% | -43.2% | -24.0% |
| 6M | -31.5% | +36.5% | -68.0% | -35.3% |
| YTD | -23.2% | +19.0% | -42.2% | -25.7% |
| 1Y | -15.0% | +21.0% | -36.0% | -18.2% |
| All | +331.2% | +70.5% | +260.7% | +291.2% |
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