+521.7%
KGC vs VYM
+64.0%
+457.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.8% |
| 7D | -8.4% | -1.9% | -6.6% | -6.7% |
| 30D | +6.3% | -2.6% | +8.9% | +9.1% |
| 3M | +22.4% | +3.6% | +18.9% | +18.5% |
| 6M | -11.4% | +8.7% | -20.1% | -17.5% |
| YTD | +3.1% | +14.1% | -11.0% | -7.4% |
| 1Y | +26.6% | +17.8% | +8.8% | +11.1% |
| All | +521.7% | +64.0% | +457.7% | +300.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling