+206.2%
KGC vs VYM
+490.3%
-284.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +9.2% | -1.3% | +10.5% | +10.1% |
| 3M | +16.7% | +4.1% | +12.7% | +14.1% |
| 6M | -7.0% | +9.8% | -16.8% | -11.7% |
| YTD | +7.5% | +15.3% | -7.8% | -0.8% |
| 1Y | +34.4% | +20.0% | +14.3% | +21.4% |
| 3Y | +552.0% | +66.2% | +485.7% | +386.1% |
| 5Y | +454.5% | +77.5% | +377.0% | +301.2% |
| 10Y | +658.7% | +201.7% | +457.0% | +284.6% |
| All | +206.2% | +490.3% | -284.1% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling