+634.8%
KGC vs VMC
+129.3%
+505.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.2% | -4.3% | +4.5% | +1.0% |
| 30D | -8.8% | +16.2% | -25.0% | -11.2% |
| 3M | -21.1% | -0.8% | -20.3% | -21.1% |
| 6M | -32.3% | +1.2% | -33.5% | -32.5% |
| YTD | -23.5% | +0.5% | -23.9% | -23.6% |
| 1Y | -15.0% | -2.9% | -12.1% | -14.7% |
| 3Y | +327.5% | +37.3% | +290.2% | +307.1% |
| 5Y | +244.3% | +48.8% | +195.5% | +221.0% |
| 10Y | +634.8% | +131.4% | +503.3% | +532.7% |
| All | +634.8% | +129.3% | +505.5% | +532.7% |
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