+54.0%
VEA vs KGC
+226.6%
-172.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.3% | -6.7% | +8.9% | +3.5% |
| 30D | +0.2% | -6.7% | +6.9% | +1.2% |
| 3M | -5.3% | -22.6% | +17.2% | -1.5% |
| 6M | -0.9% | -33.4% | +32.5% | +5.4% |
| YTD | +12.2% | -26.0% | +38.2% | +16.2% |
| 1Y | +16.1% | -18.3% | +34.4% | +18.0% |
| 3Y | +73.0% | +315.8% | -242.8% | +24.9% |
| All | +54.0% | +226.6% | -172.7% | +11.1% |
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