+587.2%
KGC vs VMC
+125.2%
+462.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -6.7% | -1.3% | -5.4% | -6.4% |
| 30D | -6.7% | +15.5% | -22.1% | -9.0% |
| 3M | -22.6% | +0.6% | -23.2% | -22.7% |
| 6M | -33.4% | +2.1% | -35.5% | -33.7% |
| YTD | -26.0% | -1.6% | -24.4% | -25.9% |
| 1Y | -18.3% | -1.2% | -17.1% | -18.2% |
| 3Y | +315.8% | +35.3% | +280.5% | +297.1% |
| 5Y | +225.7% | +43.6% | +182.1% | +205.1% |
| All | +587.2% | +125.2% | +462.0% | +491.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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