+124.8%
VGT vs KGC
+524.7%
-399.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.2% | -5.6% | +5.5% | +0.7% |
| 30D | -0.4% | +6.1% | -6.6% | -1.6% |
| 3M | +4.4% | +17.3% | -12.9% | +1.4% |
| 6M | +32.1% | -10.3% | +42.4% | +32.8% |
| YTD | +28.8% | +3.9% | +24.9% | +26.2% |
| 1Y | +35.3% | +25.7% | +9.6% | +28.5% |
| 3Y | +124.8% | +526.0% | -401.2% | +75.2% |
| All | +124.8% | +524.7% | -399.9% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling