+609.9%
KGC vs VO
+197.5%
+412.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +1.2% |
| 7D | +11.1% | -0.1% | +11.3% | +11.2% |
| 30D | -3.7% | +0.5% | -4.3% | -4.0% |
| 3M | -17.2% | -1.0% | -16.2% | -16.6% |
| 6M | -27.3% | +6.4% | -33.7% | -29.3% |
| YTD | -18.5% | +13.6% | -32.1% | -23.2% |
| 1Y | -5.7% | +14.5% | -20.2% | -11.3% |
| 3Y | +336.5% | +67.2% | +269.2% | +241.2% |
| 5Y | +298.7% | +36.1% | +262.6% | +235.1% |
| All | +609.9% | +197.5% | +412.4% | +394.5% |
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