+173.7%
VEA vs KGC
+167.0%
+6.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +1.0% | -1.3% | +2.2% | +1.1% |
| 30D | +1.9% | +20.3% | -18.3% | -0.6% |
| 3M | +3.2% | +8.1% | -4.9% | +1.8% |
| 6M | +10.2% | -8.8% | +19.0% | +10.8% |
| YTD | +18.9% | +10.1% | +8.8% | +16.3% |
| 1Y | +29.3% | +44.2% | -14.9% | +21.8% |
| 3Y | +76.8% | +533.0% | -456.3% | +36.0% |
| 5Y | +61.2% | +443.0% | -381.8% | +24.0% |
| 10Y | +163.3% | +678.6% | -515.3% | +81.3% |
| All | +173.7% | +167.0% | +6.7% | +74.7% |
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