+905.2%
VRT vs KGC
+450.1%
+455.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.6% | +5.0% |
| 7D | +9.1% | -1.3% | +10.4% | +9.5% |
| 30D | +0.9% | +20.3% | -19.3% | -5.0% |
| 3M | -13.4% | +8.1% | -21.5% | -16.1% |
| 6M | +11.7% | -8.8% | +20.5% | +13.1% |
| YTD | +73.2% | +10.1% | +63.2% | +65.4% |
| 1Y | +123.4% | +44.2% | +79.2% | +97.5% |
| 3Y | +606.2% | +533.0% | +73.1% | +314.2% |
| All | +905.2% | +450.1% | +455.1% | +464.8% |
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