+608.4%
VST vs KGC
+226.6%
+381.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | +6.6% | -6.7% | +13.2% | +8.4% |
| 30D | -12.4% | -6.7% | -5.7% | -11.1% |
| 3M | -9.0% | -22.6% | +13.6% | -3.9% |
| 6M | -6.4% | -33.4% | +27.0% | +2.0% |
| YTD | -17.2% | -26.0% | +8.8% | -13.5% |
| 1Y | -22.0% | -18.3% | -3.7% | -20.7% |
| 3Y | +296.7% | +315.8% | -19.1% | +177.0% |
| All | +608.4% | +226.6% | +381.7% | +395.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling