+223.0%
VT vs KGC
+657.9%
-434.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +0.4% | -1.3% | +1.7% | +0.6% |
| 30D | +1.0% | +20.3% | -19.3% | -1.0% |
| 3M | +2.4% | +8.1% | -5.7% | +1.3% |
| 6M | +12.0% | -8.8% | +20.8% | +12.3% |
| YTD | +15.3% | +10.1% | +5.3% | +13.3% |
| 1Y | +22.6% | +44.2% | -21.6% | +17.1% |
| 3Y | +74.7% | +533.0% | -458.4% | +44.1% |
| 5Y | +66.1% | +443.0% | -376.9% | +36.1% |
| All | +223.0% | +657.9% | -434.9% | +165.6% |
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 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