+64.4%
VG vs KGC
-18.5%
+82.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.3% | +3.7% |
| 7D | +15.1% | -4.1% | +19.2% | +13.9% |
| 30D | -4.2% | -11.6% | +7.5% | -6.4% |
| 3M | -3.1% | -24.5% | +21.4% | -8.5% |
| 6M | +0.3% | -34.6% | +34.9% | -6.4% |
| YTD | +95.5% | -26.2% | +121.6% | +68.9% |
| 1Y | +64.4% | -20.1% | +84.6% | +35.3% |
| All | +64.4% | -18.5% | +82.9% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling