+1,205.2%
VST vs KGC
+496.6%
+708.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.9% |
| 7D | -0.5% | +11.1% | -11.7% | -2.0% |
| 30D | -17.1% | -3.7% | -13.3% | -16.7% |
| 3M | -4.6% | -17.2% | +12.6% | -2.6% |
| 6M | -9.1% | -27.3% | +18.2% | -5.9% |
| YTD | -16.6% | -18.5% | +1.9% | -15.4% |
| 1Y | -29.5% | -5.7% | -23.8% | -29.7% |
| 3Y | +297.5% | +336.5% | -38.9% | +241.0% |
| 5Y | +654.5% | +298.7% | +355.8% | +539.4% |
| 10Y | +1,205.2% | +538.5% | +666.7% | +1,005.2% |
| All | +1,205.2% | +496.6% | +708.7% | +1,005.2% |
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 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