+717.1%
VLO vs KGC
+506.2%
+210.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.8% | +4.1% | -1.6% |
| 7D | -9.5% | +8.0% | -17.6% | -9.7% |
| 30D | -19.1% | -9.3% | -9.8% | -19.0% |
| 3M | +11.4% | -21.3% | +32.7% | +11.8% |
| 6M | +46.7% | -31.5% | +78.2% | +47.9% |
| YTD | +118.6% | -23.2% | +141.9% | +118.7% |
| 1Y | +99.9% | -15.0% | +114.9% | +99.1% |
| 3Y | +210.5% | +328.7% | -118.2% | +187.0% |
| 5Y | +432.7% | +262.9% | +169.8% | +384.2% |
| 10Y | +717.1% | +568.9% | +148.2% | +671.2% |
| All | +717.1% | +506.2% | +210.9% | +671.2% |
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 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