+1,216.9%
VST vs KGC
+828.0%
+388.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.8% |
| 7D | +8.9% | -1.3% | +10.2% | +9.0% |
| 30D | +6.2% | +20.3% | -14.1% | +3.5% |
| 3M | -2.7% | +8.1% | -10.8% | -4.1% |
| 6M | -8.4% | -8.8% | +0.4% | -8.0% |
| YTD | -7.2% | +10.1% | -17.3% | -9.3% |
| 1Y | -20.9% | +44.2% | -65.1% | -25.1% |
| 3Y | +384.0% | +533.0% | -149.0% | +299.4% |
| 5Y | +757.1% | +443.0% | +314.1% | +601.6% |
| All | +1,216.9% | +828.0% | +388.9% | +979.1% |
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