+527.8%
KGC vs VT
+215.5%
+312.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.8% |
| 7D | +10.5% | -2.3% | +12.8% | +12.3% |
| 30D | -4.1% | -5.0% | +0.9% | -0.3% |
| 3M | -13.1% | -4.9% | -8.2% | -9.6% |
| 6M | -27.5% | -1.5% | -26.0% | -26.0% |
| YTD | -20.7% | +8.5% | -29.2% | -23.6% |
| 1Y | -6.1% | +11.4% | -17.4% | -10.8% |
| 3Y | +318.6% | +70.1% | +248.5% | +207.9% |
| 5Y | +289.9% | +53.7% | +236.2% | +197.4% |
| All | +527.8% | +215.5% | +312.3% | +181.2% |
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