+227.8%
VST vs KGC
+304.9%
-77.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -6.9% | -6.4% |
| 7D | -19.9% | 0.0% | -19.9% | -20.3% |
| 30D | -29.7% | -9.3% | -20.3% | -27.7% |
| 3M | -19.6% | -15.9% | -3.7% | -16.3% |
| 6M | -29.4% | -24.9% | -4.5% | -24.3% |
| YTD | -29.7% | -23.0% | -6.7% | -27.5% |
| 1Y | -40.0% | -9.9% | -30.1% | -41.9% |
| All | +227.8% | +304.9% | -77.1% | +76.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling