+270.9%
KGC vs VO
+797.8%
-526.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +10.5% | -2.6% | +13.0% | +12.3% |
| 30D | -4.1% | -0.9% | -3.1% | -3.4% |
| 3M | -13.1% | -3.0% | -10.1% | -11.1% |
| 6M | -27.5% | +2.2% | -29.7% | -28.2% |
| YTD | -20.7% | +10.6% | -31.3% | -25.0% |
| 1Y | -6.1% | +12.5% | -18.6% | -12.0% |
| 3Y | +318.6% | +61.4% | +257.2% | +209.4% |
| 5Y | +289.9% | +33.4% | +256.5% | +223.9% |
| 10Y | +501.8% | +201.5% | +300.3% | +173.7% |
| All | +270.9% | +797.8% | -526.9% | -37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling