+454.5%
KGC vs VMC
+52.4%
+402.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.8% |
| 7D | +2.4% | -0.5% | +3.0% | +2.6% |
| 30D | +9.2% | -9.1% | +18.3% | +12.8% |
| 3M | +16.7% | -4.1% | +20.9% | +18.4% |
| 6M | -7.0% | -5.5% | -1.5% | -5.0% |
| YTD | +7.5% | -8.9% | +16.4% | +10.7% |
| 1Y | +34.4% | -12.9% | +47.3% | +39.9% |
| 3Y | +552.0% | +22.1% | +529.8% | +497.1% |
| 5Y | +454.5% | +52.7% | +401.8% | +354.9% |
| All | +454.5% | +52.4% | +402.1% | +354.9% |
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