+221.0%
VT vs KGC
+568.9%
-347.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.1% |
| 7D | -0.1% | +8.0% | -8.2% | -0.9% |
| 30D | -3.1% | -9.3% | +6.2% | -2.2% |
| 3M | -3.5% | -21.3% | +17.8% | -1.6% |
| 6M | +0.5% | -31.5% | +31.9% | +3.6% |
| YTD | +10.8% | -23.2% | +34.0% | +12.5% |
| 1Y | +11.9% | -15.0% | +26.9% | +12.5% |
| 3Y | +73.0% | +328.7% | -255.7% | +47.8% |
| 5Y | +58.6% | +262.9% | -204.3% | +34.4% |
| All | +221.0% | +568.9% | -347.9% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling