+635.3%
VST vs KGC
+265.7%
+369.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.7% | -0.6% |
| 7D | -6.0% | +8.0% | -14.1% | -8.1% |
| 30D | -18.8% | -9.3% | -9.5% | -16.9% |
| 3M | -8.0% | -21.3% | +13.3% | -3.2% |
| 6M | -10.9% | -31.5% | +20.6% | -3.5% |
| YTD | -18.3% | -23.2% | +4.9% | -15.4% |
| 1Y | -29.9% | -15.0% | -14.9% | -29.4% |
| 3Y | +290.3% | +328.7% | -38.4% | +170.4% |
| 5Y | +635.3% | +262.9% | +372.4% | +408.6% |
| All | +635.3% | +265.7% | +369.6% | +408.6% |
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