+790.3%
VLO vs KGC
+637.7%
+152.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | -6.7% | +16.3% | +9.8% |
| 30D | -17.4% | -6.7% | -10.7% | -17.3% |
| 3M | +10.8% | -22.6% | +33.3% | +11.2% |
| 6M | +56.9% | -33.4% | +90.4% | +58.2% |
| YTD | +136.8% | -26.0% | +162.8% | +137.0% |
| 1Y | +120.7% | -18.3% | +139.0% | +119.9% |
| 3Y | +231.9% | +315.8% | -83.9% | +207.1% |
| 5Y | +479.0% | +225.7% | +253.3% | +426.2% |
| All | +790.3% | +637.7% | +152.6% | +738.4% |
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 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