+710.2%
KGC vs VMC
+146.8%
+563.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.8% |
| 7D | -0.1% | -5.3% | +5.2% | +0.8% |
| 30D | +10.5% | -12.3% | +22.7% | +12.9% |
| 3M | +19.8% | -10.3% | +30.1% | +22.0% |
| 6M | -6.7% | -8.6% | +1.9% | -5.1% |
| YTD | +7.8% | -11.9% | +19.7% | +10.1% |
| 1Y | +35.7% | -13.9% | +49.6% | +38.9% |
| 3Y | +553.7% | +18.2% | +535.5% | +537.9% |
| 5Y | +461.7% | +47.7% | +413.9% | +431.5% |
| 10Y | +710.2% | +152.5% | +557.7% | +586.3% |
| All | +710.2% | +146.8% | +563.4% | +586.3% |
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