+379.7%
VRT vs KGC
+315.0%
+64.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | +10.5% | -6.7% | +17.2% | +12.9% |
| 30D | -9.3% | -6.7% | -2.7% | -7.9% |
| 3M | -29.6% | -22.6% | -7.0% | -24.6% |
| 6M | -45.4% | -33.4% | -11.9% | -39.0% |
| YTD | +24.8% | -26.0% | +50.8% | +33.5% |
| 1Y | +23.6% | -18.3% | +41.9% | +28.3% |
| 3Y | +379.7% | +315.8% | +63.9% | +272.6% |
| All | +379.7% | +315.0% | +64.7% | +272.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling