+161.1%
VEA vs KGC
+698.0%
-536.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -1.5% | -5.6% | +4.2% | -0.8% |
| 30D | -0.8% | +6.1% | -7.0% | -1.7% |
| 3M | +2.5% | +17.3% | -14.9% | +0.2% |
| 6M | +11.1% | -10.3% | +21.4% | +11.8% |
| YTD | +17.2% | +3.9% | +13.3% | +15.7% |
| 1Y | +24.5% | +25.7% | -1.2% | +20.0% |
| 3Y | +75.4% | +526.0% | -450.5% | +40.7% |
| 5Y | +61.1% | +455.5% | -394.4% | +28.1% |
| All | +161.1% | +698.0% | -536.9% | +103.4% |
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