+710.2%
KGC vs VSH
+172.7%
+537.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -0.1% | +3.5% | -3.6% | -0.6% |
| 30D | +10.5% | -4.4% | +14.9% | +11.1% |
| 3M | +19.8% | -45.8% | +65.6% | +29.7% |
| 6M | -6.7% | +90.1% | -96.8% | -16.6% |
| YTD | +7.8% | +120.3% | -112.5% | -6.0% |
| 1Y | +35.7% | +112.2% | -76.6% | +18.7% |
| 3Y | +553.7% | +36.6% | +517.1% | +499.5% |
| 5Y | +461.7% | +67.0% | +394.7% | +394.5% |
| 10Y | +710.2% | +179.5% | +530.7% | +508.7% |
| All | +710.2% | +172.7% | +537.5% | +508.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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