+649.7%
KGC vs VT
+224.5%
+425.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | +20.3% | +1.0% | +19.3% | +19.6% |
| 3M | +8.1% | +2.4% | +5.7% | +6.8% |
| 6M | -8.8% | +12.0% | -20.8% | -14.8% |
| YTD | +10.1% | +15.3% | -5.3% | +1.1% |
| 1Y | +44.2% | +22.6% | +21.6% | +27.7% |
| 3Y | +533.0% | +74.7% | +458.4% | +350.5% |
| 5Y | +443.0% | +66.1% | +376.9% | +290.9% |
| All | +649.7% | +224.5% | +425.2% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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