+96.1%
VCIT vs KGC
+30.0%
+66.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -0.2% |
| 7D | +0.1% | +10.5% | -10.4% | -0.2% |
| 30D | +1.9% | -4.1% | +6.0% | +2.0% |
| 3M | -1.4% | -13.1% | +11.6% | -1.2% |
| 6M | -2.1% | -27.5% | +25.4% | -1.5% |
| YTD | -1.6% | -20.7% | +19.1% | -1.4% |
| 1Y | -0.9% | -6.1% | +5.2% | -1.1% |
| 3Y | +20.0% | +318.6% | -298.6% | +14.7% |
| 5Y | +3.1% | +289.9% | -286.8% | -1.8% |
| 10Y | +28.7% | +501.8% | -473.1% | +20.5% |
| All | +96.1% | +30.0% | +66.1% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling