+660.5%
KGC vs VYM
+209.2%
+451.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -5.6% | -0.8% | -4.8% | -5.2% |
| 30D | +6.1% | -2.2% | +8.4% | +7.4% |
| 3M | +17.3% | +3.1% | +14.3% | +15.6% |
| 6M | -10.3% | +9.7% | -20.0% | -14.1% |
| YTD | +3.9% | +14.9% | -11.0% | -2.7% |
| 1Y | +25.7% | +17.6% | +8.2% | +16.6% |
| 3Y | +526.0% | +65.3% | +460.7% | +395.2% |
| 5Y | +455.5% | +78.7% | +376.7% | +330.8% |
| All | +660.5% | +209.2% | +451.4% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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