+568.9%
KGC vs VSH
+117.5%
+451.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -6.0% |
| 7D | +8.0% | -1.6% | +9.6% | +7.8% |
| 30D | -9.3% | -21.3% | +12.0% | -6.5% |
| 3M | -21.3% | -18.9% | -2.4% | -19.5% |
| 6M | -31.5% | -21.4% | -10.1% | -30.5% |
| YTD | -23.2% | +86.8% | -110.1% | -31.7% |
| 1Y | -15.0% | +85.8% | -100.8% | -24.4% |
| 3Y | +328.7% | +30.1% | +298.6% | +293.4% |
| 5Y | +262.9% | +42.8% | +220.1% | +225.6% |
| 10Y | +568.9% | +121.2% | +447.7% | +486.7% |
| All | +568.9% | +117.5% | +451.4% | +486.7% |
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