+897.3%
VST vs KGC
+549.0%
+348.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -6.9% | -6.3% |
| 7D | -19.9% | 0.0% | -19.9% | -20.1% |
| 30D | -29.7% | -9.3% | -20.3% | -28.9% |
| 3M | -19.6% | -15.9% | -3.7% | -18.1% |
| 6M | -29.4% | -24.9% | -4.5% | -27.3% |
| YTD | -29.7% | -23.0% | -6.7% | -28.2% |
| 1Y | -40.0% | -9.9% | -30.1% | -39.9% |
| 3Y | +231.0% | +301.2% | -70.3% | +187.1% |
| 5Y | +500.1% | +278.5% | +221.5% | +413.5% |
| 10Y | +1,004.2% | +484.3% | +519.9% | +854.2% |
| All | +897.3% | +549.0% | +348.3% | +753.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling