+1,162.4%
VST vs KGC
+506.2%
+656.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.7% | -1.3% |
| 7D | -6.0% | +8.0% | -14.1% | -7.1% |
| 30D | -18.8% | -9.3% | -9.5% | -17.8% |
| 3M | -8.0% | -21.3% | +13.3% | -5.4% |
| 6M | -10.9% | -31.5% | +20.6% | -7.0% |
| YTD | -18.3% | -23.2% | +4.9% | -16.5% |
| 1Y | -29.9% | -15.0% | -14.9% | -29.2% |
| 3Y | +290.3% | +328.7% | -38.4% | +235.9% |
| 5Y | +635.3% | +262.9% | +372.4% | +527.3% |
| 10Y | +1,162.4% | +568.9% | +593.5% | +985.0% |
| All | +1,162.4% | +506.2% | +656.1% | +985.0% |
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