+11.6%
VT vs KGC
-15.4%
+27.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.4% |
| 7D | -0.1% | +8.0% | -8.2% | -1.3% |
| 30D | -3.1% | -9.3% | +6.2% | -1.9% |
| 3M | -3.5% | -21.3% | +17.8% | -0.7% |
| 6M | +0.5% | -31.5% | +31.9% | +5.1% |
| YTD | +10.8% | -23.2% | +34.0% | +12.1% |
| All | +11.6% | -15.4% | +27.0% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling