+543.1%
VEEV vs KGC
+698.0%
-154.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -4.6% | -5.6% | +1.0% | -4.1% |
| 30D | +8.6% | +6.1% | +2.5% | +7.9% |
| 3M | +62.4% | +17.3% | +45.1% | +59.6% |
| 6M | +40.3% | -10.3% | +50.5% | +40.8% |
| YTD | +17.5% | +3.9% | +13.7% | +15.7% |
| 1Y | -6.1% | +25.7% | -31.8% | -9.8% |
| 3Y | +16.7% | +526.0% | -509.3% | -8.0% |
| 5Y | -13.3% | +455.5% | -468.8% | -32.2% |
| All | +543.1% | +698.0% | -154.9% | +419.6% |
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