+269.4%
KGC vs VSXY
+93.0%
+176.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | +0.1% |
| 7D | -6.7% | -1.7% | -4.9% | -6.5% |
| 30D | -6.7% | +20.1% | -26.8% | -7.7% |
| 3M | -22.6% | +16.6% | -39.2% | -23.5% |
| 6M | -33.4% | +134.9% | -168.4% | -37.6% |
| YTD | -26.0% | +96.0% | -122.0% | -30.0% |
| 1Y | -18.3% | +203.8% | -222.1% | -24.9% |
| 3Y | +315.8% | +465.3% | -149.5% | +254.0% |
| 5Y | +225.7% | +106.3% | +119.4% | +194.9% |
| All | +269.4% | +93.0% | +176.4% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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