+660.5%
KGC vs VRSK
+126.1%
+534.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -5.6% | -5.2% | -0.5% | -4.7% |
| 30D | +6.1% | -2.3% | +8.5% | +6.6% |
| 3M | +17.3% | -2.9% | +20.3% | +17.3% |
| 6M | -10.3% | -12.8% | +2.5% | -8.6% |
| YTD | +3.9% | -20.8% | +24.7% | +8.0% |
| 1Y | +25.7% | -33.2% | +59.0% | +36.6% |
| 3Y | +526.0% | -26.6% | +552.5% | +551.3% |
| 5Y | +455.5% | -11.3% | +466.8% | +434.1% |
| All | +660.5% | +126.1% | +534.5% | +678.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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