+1,112.0%
VST vs KGC
+523.1%
+589.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +3.0% | +7.5% | +10.2% |
| 7D | -9.8% | +10.5% | -20.3% | -11.2% |
| 30D | -25.1% | -4.1% | -21.1% | -24.8% |
| 3M | -11.6% | -13.1% | +1.5% | -10.4% |
| 6M | -20.9% | -27.5% | +6.6% | -18.1% |
| YTD | -22.3% | -20.7% | -1.6% | -20.9% |
| 1Y | -32.0% | -6.1% | -25.9% | -32.2% |
| 3Y | +262.4% | +318.6% | -56.2% | +212.2% |
| 5Y | +563.4% | +289.9% | +273.4% | +464.1% |
| All | +1,112.0% | +523.1% | +589.0% | +932.1% |
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