+288.1%
KGC vs VSH
+24.8%
+263.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.0% |
| 7D | +10.5% | -12.9% | +23.4% | +12.6% |
| 30D | -4.1% | -36.9% | +32.8% | +3.4% |
| 3M | -13.1% | -28.8% | +15.7% | -8.5% |
| 6M | -27.5% | -30.3% | +2.7% | -24.9% |
| YTD | -20.7% | +62.4% | -83.1% | -30.0% |
| 1Y | -6.1% | +62.5% | -68.6% | -17.3% |
| 3Y | +318.6% | +7.4% | +311.2% | +304.4% |
| All | +288.1% | +24.8% | +263.3% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling