+357.0%
KGC vs VSH
+1,674.8%
-1,317.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.4% | -6.7% | -2.7% |
| 7D | -1.3% | +4.1% | -5.3% | -1.6% |
| 30D | +20.3% | -4.2% | +24.4% | +20.6% |
| 3M | +8.1% | -50.0% | +58.1% | +13.9% |
| 6M | -8.8% | +80.2% | -88.9% | -14.0% |
| YTD | +10.1% | +121.1% | -111.0% | +1.9% |
| 1Y | +44.2% | +112.0% | -67.8% | +33.8% |
| 3Y | +533.0% | +22.5% | +510.5% | +504.7% |
| 5Y | +443.0% | +64.0% | +379.0% | +405.2% |
| 10Y | +678.6% | +170.4% | +508.2% | +586.3% |
| All | +357.0% | +1,674.8% | -1,317.8% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling