+1,917.9%
VRT vs KGC
+620.0%
+1,297.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +9.1% |
| 7D | -10.6% | +11.1% | -21.7% | -12.7% |
| 30D | -17.4% | -3.7% | -13.7% | -17.0% |
| 3M | -26.4% | -17.2% | -9.2% | -24.0% |
| 6M | -41.0% | -27.3% | -13.7% | -37.8% |
| YTD | +23.8% | -18.5% | +42.4% | +27.3% |
| 1Y | +11.6% | -5.7% | +17.3% | +11.8% |
| 3Y | +403.5% | +336.5% | +67.0% | +287.0% |
| 5Y | +647.0% | +298.7% | +348.3% | +459.0% |
| All | +1,917.9% | +620.0% | +1,297.9% | +1,426.0% |
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