+96.3%
VCIT vs KGC
+26.2%
+70.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +2.1% | -9.3% | +11.4% | +2.3% |
| 3M | -1.6% | -15.9% | +14.3% | -1.2% |
| 6M | -1.6% | -24.9% | +23.3% | -1.0% |
| YTD | -1.5% | -23.0% | +21.5% | -1.2% |
| 1Y | -0.4% | -9.9% | +9.6% | -0.5% |
| 3Y | +19.6% | +301.2% | -281.7% | +14.4% |
| 5Y | +3.3% | +278.5% | -275.3% | -1.6% |
| 10Y | +28.9% | +484.3% | -455.4% | +20.7% |
| All | +96.3% | +26.2% | +70.1% | +83.9% |
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 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