+81.4%
VEEV vs KGC
+315.0%
-233.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.7% | -6.7% | +5.9% | -0.4% |
| 30D | +1.4% | -6.7% | +8.1% | +1.7% |
| 3M | +19.4% | -22.6% | +41.9% | +20.6% |
| 6M | +93.6% | -33.4% | +127.1% | +96.7% |
| YTD | +35.1% | -26.0% | +61.1% | +35.8% |
| 1Y | +3.4% | -18.3% | +21.7% | +3.3% |
| 3Y | +81.4% | +315.8% | -234.4% | +50.1% |
| All | +81.4% | +315.0% | -233.6% | +50.1% |
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 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