+581.4%
VRT vs KGC
+285.6%
+295.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.6% |
| 7D | -21.4% | +10.5% | -31.8% | -24.0% |
| 30D | -25.8% | -4.1% | -21.8% | -25.3% |
| 3M | -33.5% | -13.1% | -20.5% | -31.6% |
| 6M | -49.0% | -27.5% | -21.5% | -45.0% |
| YTD | +12.9% | -20.7% | +33.7% | +17.9% |
| 1Y | 0.0% | -6.1% | +6.1% | -0.4% |
| 3Y | +361.8% | +318.6% | +43.2% | +199.4% |
| All | +581.4% | +285.6% | +295.8% | +328.9% |
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