+213.0%
VT vs KGC
+504.9%
-291.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -4.2% | 0.0% | -4.1% | -4.2% |
| 30D | -5.8% | -9.3% | +3.5% | -5.0% |
| 3M | -5.2% | -15.9% | +10.6% | -4.0% |
| 6M | +0.1% | -24.9% | +25.0% | +2.3% |
| YTD | +8.2% | -23.0% | +31.3% | +9.9% |
| 1Y | +10.1% | -9.9% | +20.1% | +10.1% |
| 3Y | +69.7% | +301.2% | -231.6% | +45.9% |
| 5Y | +53.4% | +278.5% | -225.2% | +29.8% |
| All | +213.0% | +504.9% | -291.9% | +161.6% |
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