-46.6%
VG vs KGC
+102.7%
-149.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | +5.5% | +0.2% | +5.3% | +5.6% |
| 30D | -3.6% | -8.8% | +5.3% | -3.9% |
| 3M | -4.0% | -21.1% | +17.1% | -5.1% |
| 6M | +9.4% | -32.3% | +41.7% | +9.1% |
| YTD | +86.6% | -23.5% | +110.1% | +75.7% |
| 1Y | +69.5% | -15.0% | +84.5% | +54.9% |
| All | -46.6% | +102.7% | -149.3% | -71.9% |
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