+373.4%
VST vs KGC
+543.3%
-169.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +4.2% |
| 7D | +8.9% | -1.3% | +10.2% | +9.2% |
| 30D | +6.2% | +20.3% | -14.1% | -0.5% |
| 3M | -2.7% | +8.1% | -10.8% | -6.2% |
| 6M | -8.4% | -8.8% | +0.4% | -7.4% |
| YTD | -7.2% | +10.1% | -17.3% | -13.6% |
| 1Y | -20.9% | +44.2% | -65.1% | -33.9% |
| All | +373.4% | +543.3% | -169.8% | +144.2% |
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 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