+454.5%
KGC vs VSH
+65.5%
+389.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | +2.4% | +6.2% | -3.8% | +1.4% |
| 30D | +9.2% | -11.1% | +20.4% | +11.2% |
| 3M | +16.7% | -44.9% | +61.7% | +28.0% |
| 6M | -7.0% | +90.0% | -97.0% | -19.2% |
| YTD | +7.5% | +118.8% | -111.3% | -9.3% |
| 1Y | +34.4% | +109.0% | -74.6% | +13.8% |
| 3Y | +552.0% | +35.6% | +516.3% | +514.1% |
| 5Y | +454.5% | +66.7% | +387.8% | +359.0% |
| All | +454.5% | +65.5% | +389.0% | +359.0% |
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