+552.0%
KGC vs VSH
+32.2%
+519.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +2.4% | +6.2% | -3.8% | +1.7% |
| 30D | +9.2% | -11.1% | +20.4% | +10.6% |
| 3M | +16.7% | -44.9% | +61.7% | +24.4% |
| 6M | -7.0% | +90.0% | -97.0% | -13.5% |
| YTD | +7.5% | +118.8% | -111.3% | -1.5% |
| 1Y | +34.4% | +109.0% | -74.6% | +23.3% |
| 3Y | +552.0% | +35.6% | +516.3% | +563.3% |
| All | +552.0% | +32.2% | +519.7% | +563.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling