+476.5%
V vs KGC
+635.9%
-159.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | -0.4% |
| 7D | -0.4% | -4.1% | +3.7% | -0.2% |
| 30D | +6.3% | -11.6% | +18.0% | +6.9% |
| 3M | +17.2% | -24.5% | +41.7% | +18.5% |
| 6M | +29.2% | -34.6% | +63.8% | +31.5% |
| YTD | +20.8% | -26.2% | +47.0% | +21.6% |
| 1Y | +25.0% | -20.1% | +45.1% | +25.3% |
| 3Y | +75.3% | +312.4% | -237.1% | +57.3% |
| 5Y | +105.8% | +224.9% | -119.1% | +84.3% |
| All | +476.5% | +635.9% | -159.4% | +417.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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