+69.5%
VG vs KGC
-15.6%
+85.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.4% |
| 7D | +5.5% | +0.2% | +5.3% | +5.7% |
| 30D | -3.6% | -8.8% | +5.3% | -4.9% |
| 3M | -4.0% | -21.1% | +17.1% | -8.0% |
| 6M | +9.4% | -32.3% | +41.7% | +3.3% |
| YTD | +86.6% | -23.5% | +110.1% | +61.3% |
| 1Y | +69.5% | -15.0% | +84.5% | +36.5% |
| All | +69.5% | -15.6% | +85.1% | +36.5% |
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