+11.6%
KGC vs VT
+363.9%
-352.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +6.2% |
| 7D | -6.8% | -0.3% | -6.5% | -6.4% |
| 30D | -9.2% | -1.4% | -7.7% | -7.9% |
| 3M | -9.1% | -1.4% | -7.7% | -7.7% |
| 6M | -25.7% | +5.5% | -31.1% | -27.8% |
| YTD | -23.6% | +12.8% | -36.5% | -29.0% |
| 1Y | -4.3% | +15.4% | -19.7% | -12.3% |
| 3Y | +298.1% | +76.9% | +221.2% | +167.3% |
| 5Y | +288.1% | +60.4% | +227.7% | +180.3% |
| 10Y | +479.7% | +232.8% | +246.9% | +134.1% |
| All | +11.6% | +363.9% | -352.3% | -71.4% |
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