+120.6%
VLO vs KGC
-5.3%
+125.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.2% | -4.8% |
| 7D | -6.0% | -6.8% | +0.8% | -6.3% |
| 30D | -12.9% | -9.2% | -3.7% | -13.3% |
| 3M | +18.3% | -9.1% | +27.5% | +18.0% |
| 6M | +46.4% | -25.7% | +72.1% | +44.9% |
| YTD | +127.7% | -23.6% | +151.4% | +116.8% |
| 1Y | +120.6% | -4.3% | +124.9% | +98.2% |
| All | +120.6% | -5.3% | +125.9% | +98.2% |
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 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