+75.7%
VEA vs KGC
+548.3%
-472.5%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.4% | +10.5% | -10.0% | -1.3% |
| 3M | +4.8% | +19.8% | -15.0% | +1.3% |
| 6M | +11.3% | -6.7% | +17.9% | +11.3% |
| YTD | +17.4% | +7.8% | +9.6% | +14.7% |
| 1Y | +26.2% | +35.7% | -9.5% | +18.8% |
| All | +75.7% | +548.3% | -472.5% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling