+636.8%
KGC vs VMC
+131.6%
+505.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.6% |
| 7D | +8.0% | +1.1% | +6.9% | +7.8% |
| 30D | -9.3% | +17.7% | -27.0% | -11.9% |
| 3M | -21.3% | +1.1% | -22.4% | -21.6% |
| 6M | -31.5% | +1.8% | -33.3% | -31.8% |
| YTD | -23.2% | +1.5% | -24.7% | -23.5% |
| 1Y | -15.0% | -1.1% | -13.9% | -15.0% |
| 3Y | +328.7% | +38.8% | +289.9% | +307.5% |
| 5Y | +262.9% | +49.6% | +213.3% | +237.8% |
| All | +636.8% | +131.6% | +505.2% | +533.3% |
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