-39.3%
VG vs KGC
+191.5%
-230.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.6% |
| 7D | +1.7% | -1.3% | +3.0% | +1.7% |
| 30D | +16.0% | +20.3% | -4.3% | +17.6% |
| 3M | +9.7% | +8.1% | +1.6% | +11.6% |
| 6M | +29.6% | -8.8% | +38.3% | +33.4% |
| YTD | +112.0% | +10.1% | +102.0% | +103.9% |
| 1Y | +12.8% | +44.2% | -31.4% | -0.2% |
| All | -39.3% | +191.5% | -230.8% | -67.4% |
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