+30.6%
VCIT vs KGC
+496.6%
-465.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | 0.0% |
| 7D | +0.7% | +11.1% | -10.4% | +0.3% |
| 30D | +1.8% | -3.7% | +5.5% | +1.9% |
| 3M | -1.6% | -17.2% | +15.7% | -1.0% |
| 6M | -2.1% | -27.3% | +25.2% | -1.2% |
| YTD | -1.6% | -18.5% | +17.0% | -1.3% |
| 1Y | -0.8% | -5.7% | +4.9% | -1.2% |
| 3Y | +19.9% | +336.5% | -316.5% | +11.4% |
| 5Y | +3.3% | +298.7% | -295.4% | -4.6% |
| 10Y | +30.6% | +538.5% | -507.9% | +16.9% |
| All | +30.6% | +496.6% | -465.9% | +16.9% |
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