+384.4%
KGC vs VLTO
+55.4%
+329.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.5% | -3.4% |
| 7D | -4.1% | +0.8% | -4.9% | -4.2% |
| 30D | -11.6% | +18.7% | -30.3% | -13.7% |
| 3M | -24.5% | +21.7% | -46.2% | -26.6% |
| 6M | -34.6% | +35.8% | -70.4% | -37.4% |
| YTD | -26.2% | +18.3% | -44.4% | -28.0% |
| 1Y | -20.1% | +20.9% | -41.0% | -22.5% |
| 3Y | +312.4% | +68.8% | +243.5% | +297.5% |
| All | +384.4% | +55.4% | +329.0% | +363.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling