+435.0%
KGC vs VNQ
+392.1%
+43.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | +9.2% | -2.5% | +11.8% | +10.2% |
| 3M | +16.7% | +1.4% | +15.4% | +16.2% |
| 6M | -7.0% | +4.6% | -11.6% | -8.2% |
| YTD | +7.5% | +10.5% | -3.0% | +4.2% |
| 1Y | +34.4% | +8.4% | +26.0% | +31.0% |
| 3Y | +552.0% | +32.4% | +519.5% | +496.9% |
| 5Y | +454.5% | +5.5% | +449.0% | +443.4% |
| 10Y | +658.7% | +59.1% | +599.6% | +545.1% |
| All | +435.0% | +392.1% | +43.0% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling