+640.3%
VEEV vs KGC
+618.3%
+22.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.1% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | +28.8% | +20.3% | +8.6% | +27.0% |
| 3M | +54.0% | +8.1% | +45.9% | +52.8% |
| 6M | +46.0% | -8.8% | +54.7% | +46.2% |
| YTD | +23.2% | +10.1% | +13.2% | +21.3% |
| 1Y | +1.9% | +44.2% | -42.4% | -2.2% |
| 3Y | +27.0% | +533.0% | -506.0% | +6.5% |
| 5Y | -13.4% | +443.0% | -456.4% | -27.7% |
| 10Y | +575.2% | +678.6% | -103.3% | +455.0% |
| All | +640.3% | +618.3% | +22.0% | +532.6% |
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 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