+68.5%
VG vs KGC
-20.2%
+88.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | +14.0% | -6.7% | +20.6% | +11.8% |
| 30D | -1.0% | -6.7% | +5.7% | -1.9% |
| 3M | -2.7% | -22.6% | +19.9% | -7.5% |
| 6M | +1.5% | -33.4% | +34.9% | -5.1% |
| YTD | +93.7% | -26.0% | +119.7% | +68.3% |
| 1Y | +68.5% | -18.3% | +86.8% | +38.5% |
| All | +68.5% | -20.2% | +88.7% | +38.5% |
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