-28.5%
VST vs KGC
-8.9%
-19.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.7% | +4.6% | +6.7% |
| 7D | -0.5% | +11.1% | -11.7% | -2.9% |
| 30D | -17.1% | -3.7% | -13.3% | -16.0% |
| 3M | -4.6% | -17.2% | +12.6% | -0.7% |
| 6M | -9.1% | -27.3% | +18.2% | -3.4% |
| YTD | -16.6% | -18.5% | +1.9% | -19.6% |
| All | -28.5% | -8.9% | -19.5% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling