+12.5%
KGC vs VT
+345.0%
-332.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +3.9% |
| 7D | 0.0% | -4.2% | +4.1% | +3.3% |
| 30D | -9.3% | -5.8% | -3.5% | -4.9% |
| 3M | -15.9% | -5.2% | -10.6% | -12.0% |
| 6M | -24.9% | +0.1% | -25.0% | -24.1% |
| YTD | -23.0% | +8.2% | -31.3% | -26.2% |
| 1Y | -9.9% | +10.1% | -20.1% | -14.6% |
| 3Y | +301.2% | +69.7% | +231.6% | +177.8% |
| 5Y | +278.5% | +53.4% | +225.2% | +182.5% |
| 10Y | +484.3% | +219.2% | +265.0% | +143.3% |
| All | +12.5% | +345.0% | -332.5% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling