+660.5%
KGC vs VNQ
+64.0%
+596.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -5.6% | -1.3% | -4.4% | -5.1% |
| 30D | +6.1% | -2.6% | +8.7% | +7.4% |
| 3M | +17.3% | -2.0% | +19.4% | +18.3% |
| 6M | -10.3% | +4.3% | -14.6% | -11.7% |
| YTD | +3.9% | +9.2% | -5.4% | +0.2% |
| 1Y | +25.7% | +5.6% | +20.1% | +23.0% |
| 3Y | +526.0% | +30.8% | +495.1% | +461.0% |
| 5Y | +455.5% | +8.0% | +447.5% | +428.7% |
| All | +660.5% | +64.0% | +596.5% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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