+710.2%
KGC vs VO
+193.0%
+517.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | -0.1% | -0.6% | +0.5% | +0.3% |
| 30D | +10.5% | -1.9% | +12.4% | +11.7% |
| 3M | +19.8% | +3.3% | +16.5% | +18.0% |
| 6M | -6.7% | +9.7% | -16.4% | -10.7% |
| YTD | +7.8% | +12.6% | -4.8% | +1.9% |
| 1Y | +35.7% | +13.6% | +22.0% | +27.8% |
| 3Y | +553.7% | +56.8% | +496.9% | +424.8% |
| 5Y | +461.7% | +42.3% | +419.4% | +364.9% |
| 10Y | +710.2% | +199.2% | +511.0% | +398.4% |
| All | +710.2% | +193.0% | +517.2% | +398.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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