+318.6%
KGC vs VO
+60.2%
+258.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.2% |
| 7D | +10.5% | -2.6% | +13.0% | +13.3% |
| 30D | -4.1% | -0.9% | -3.1% | -3.1% |
| 3M | -13.1% | -3.0% | -10.1% | -10.2% |
| 6M | -27.5% | +2.2% | -29.7% | -28.5% |
| YTD | -20.7% | +10.6% | -31.3% | -26.3% |
| 1Y | -6.1% | +12.5% | -18.6% | -13.7% |
| 3Y | +318.6% | +61.4% | +257.2% | +184.3% |
| All | +318.6% | +60.2% | +258.4% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling