+443.5%
VRTX vs KGC
+645.2%
-201.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.8% | -3.0% |
| 7D | -3.4% | +2.4% | -5.9% | -3.6% |
| 30D | +6.6% | +9.2% | -2.6% | +5.8% |
| 3M | +19.4% | +16.7% | +2.7% | +17.6% |
| 6M | +15.8% | -7.0% | +22.8% | +15.9% |
| YTD | +16.7% | +7.5% | +9.2% | +15.2% |
| 1Y | +33.8% | +34.4% | -0.5% | +29.5% |
| 3Y | +54.2% | +552.0% | -497.8% | +27.9% |
| 5Y | +176.4% | +454.5% | -278.1% | +129.3% |
| 10Y | +443.5% | +658.7% | -215.2% | +337.5% |
| All | +443.5% | +645.2% | -201.7% | +337.5% |
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