+420.0%
VLO vs KGC
+286.2%
+133.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.5% |
| 7D | -13.3% | +10.5% | -23.8% | -13.8% |
| 30D | -18.3% | -4.1% | -14.3% | -18.2% |
| 3M | +14.3% | -13.1% | +27.4% | +14.8% |
| 6M | +47.6% | -27.5% | +75.2% | +50.2% |
| YTD | +116.0% | -20.7% | +136.7% | +115.3% |
| 1Y | +101.0% | -6.1% | +107.1% | +96.1% |
| 3Y | +199.0% | +318.6% | -119.6% | +124.7% |
| All | +420.0% | +286.2% | +133.8% | +275.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling