+298.7%
KGC vs VMC
+43.6%
+255.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +1.8% |
| 7D | +11.1% | +0.3% | +10.8% | +11.0% |
| 30D | -3.7% | +18.6% | -22.3% | -9.6% |
| 3M | -17.2% | +2.0% | -19.3% | -18.1% |
| 6M | -27.3% | +2.6% | -29.9% | -28.2% |
| YTD | -18.5% | +2.3% | -20.8% | -19.6% |
| 1Y | -5.7% | +1.7% | -7.4% | -6.8% |
| 3Y | +336.5% | +41.7% | +294.7% | +277.5% |
| 5Y | +298.7% | +46.6% | +252.1% | +214.4% |
| All | +298.7% | +43.6% | +255.1% | +214.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling