+2,826.7%
VRT vs KGC
+850.0%
+1,976.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.1% |
| 7D | +13.6% | +2.4% | +11.2% | +13.0% |
| 30D | +6.8% | +9.2% | -2.5% | +4.6% |
| 3M | -3.2% | +16.7% | -20.0% | -6.8% |
| 6M | +20.3% | -7.0% | +27.3% | +21.0% |
| YTD | +79.6% | +7.5% | +72.1% | +75.3% |
| 1Y | +139.0% | +34.4% | +104.6% | +123.7% |
| 3Y | +644.6% | +552.0% | +92.6% | +432.6% |
| 5Y | +1,024.4% | +454.5% | +569.8% | +694.2% |
| All | +2,826.7% | +850.0% | +1,976.7% | +2,000.6% |
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