+59.4%
VEA vs KGC
+435.7%
-376.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.5% |
| 7D | -2.1% | -8.4% | +6.4% | -0.5% |
| 30D | -1.1% | +6.3% | -7.4% | -2.4% |
| 3M | +5.1% | +22.4% | -17.4% | +0.8% |
| 6M | +9.8% | -11.4% | +21.2% | +11.0% |
| YTD | +15.9% | +3.1% | +12.8% | +13.6% |
| 1Y | +24.6% | +26.6% | -2.1% | +17.1% |
| 3Y | +75.5% | +525.6% | -450.0% | +18.9% |
| 5Y | +59.4% | +451.7% | -392.3% | +6.1% |
| All | +59.4% | +435.7% | -376.3% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling