+213.7%
VT vs KGC
+523.1%
-309.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | -2.3% | +10.5% | -12.8% | -3.3% |
| 30D | -5.0% | -4.1% | -0.9% | -4.7% |
| 3M | -4.9% | -13.1% | +8.2% | -3.9% |
| 6M | -1.5% | -27.5% | +26.0% | +0.9% |
| YTD | +8.5% | -20.7% | +29.2% | +9.8% |
| 1Y | +11.4% | -6.1% | +17.4% | +10.9% |
| 3Y | +70.1% | +318.6% | -248.5% | +45.7% |
| 5Y | +53.7% | +289.9% | -236.2% | +29.7% |
| All | +213.7% | +523.1% | -309.4% | +161.4% |
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