+728.4%
VGT vs KGC
+637.7%
+90.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.5% | -6.7% | +9.1% | +3.2% |
| 30D | -9.5% | -6.7% | -2.8% | -8.9% |
| 3M | -9.5% | -22.6% | +13.1% | -7.3% |
| 6M | -1.8% | -33.4% | +31.7% | +1.9% |
| YTD | +18.4% | -26.0% | +44.4% | +21.0% |
| 1Y | +18.7% | -18.3% | +37.0% | +20.1% |
| 3Y | +103.8% | +315.8% | -212.0% | +74.9% |
| 5Y | +104.4% | +225.7% | -121.3% | +74.6% |
| All | +728.4% | +637.7% | +90.7% | +614.3% |
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 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