+449.3%
KGC vs VSXY
+37.4%
+411.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.4% |
| 7D | -1.3% | -14.0% | +12.7% | -0.4% |
| 30D | +20.3% | -15.9% | +36.2% | +21.5% |
| 3M | +8.1% | +3.4% | +4.7% | +7.7% |
| 6M | -8.8% | +25.9% | -34.7% | -11.0% |
| YTD | +10.1% | +39.5% | -29.4% | +6.5% |
| 1Y | +44.2% | +194.4% | -150.1% | +33.0% |
| 3Y | +533.0% | +281.4% | +251.6% | +451.6% |
| 5Y | +443.0% | +12.8% | +430.2% | +399.4% |
| All | +449.3% | +37.4% | +411.9% | +410.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling