+587.2%
KGC vs VO
+197.6%
+389.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.7% | +3.1% | -9.8% | -8.2% |
| 30D | -6.7% | +2.2% | -8.9% | -7.8% |
| 3M | -22.6% | -2.5% | -20.1% | -21.4% |
| 6M | -33.4% | +7.0% | -40.4% | -35.5% |
| YTD | -26.0% | +14.0% | -40.0% | -30.3% |
| 1Y | -18.3% | +15.6% | -33.9% | -23.6% |
| 3Y | +315.8% | +66.2% | +249.6% | +226.0% |
| 5Y | +225.7% | +36.6% | +189.1% | +173.2% |
| All | +587.2% | +197.6% | +389.6% | +401.7% |
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