+2,723.0%
VRT vs KGC
+872.6%
+1,850.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.6% | +4.8% |
| 7D | +9.1% | -1.3% | +10.4% | +9.4% |
| 30D | +0.9% | +20.3% | -19.3% | -3.1% |
| 3M | -13.4% | +8.1% | -21.5% | -15.2% |
| 6M | +11.7% | -8.8% | +20.5% | +12.7% |
| YTD | +73.2% | +10.1% | +63.2% | +68.3% |
| 1Y | +123.4% | +44.2% | +79.2% | +106.5% |
| 3Y | +606.2% | +533.0% | +73.1% | +406.8% |
| 5Y | +899.9% | +443.0% | +456.9% | +606.1% |
| All | +2,723.0% | +872.6% | +1,850.4% | +1,917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling