+57.8%
VT vs KGC
+296.2%
-238.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.2% |
| 7D | +0.4% | +11.1% | -10.8% | -1.2% |
| 30D | -2.6% | -3.7% | +1.2% | -2.2% |
| 3M | -3.2% | -17.2% | +14.0% | -1.1% |
| 6M | +0.9% | -27.3% | +28.2% | +4.7% |
| YTD | +11.3% | -18.5% | +29.8% | +12.6% |
| 1Y | +14.0% | -5.7% | +19.7% | +12.8% |
| 3Y | +75.8% | +336.5% | -260.6% | +32.3% |
| 5Y | +57.8% | +298.7% | -240.9% | +15.9% |
| All | +57.8% | +296.2% | -238.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling