+660.5%
KGC vs VTEB
+17.9%
+642.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.2% |
| 7D | -5.6% | -0.9% | -4.7% | -4.3% |
| 30D | +6.1% | -2.5% | +8.7% | +10.4% |
| 3M | +17.3% | -3.0% | +20.3% | +23.0% |
| 6M | -10.3% | -2.1% | -8.2% | -6.9% |
| YTD | +3.9% | -1.5% | +5.3% | +6.8% |
| 1Y | +25.7% | +0.2% | +25.6% | +26.3% |
| 3Y | +526.0% | +8.6% | +517.4% | +458.1% |
| 5Y | +455.5% | +1.2% | +454.3% | +444.1% |
| All | +660.5% | +17.9% | +642.7% | +532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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