+377.4%
VT vs KGC
+74.0%
+303.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +2.4% | +8.1% | -5.7% | +1.1% |
| 6M | +12.0% | -8.8% | +20.8% | +12.4% |
| YTD | +15.3% | +10.1% | +5.3% | +12.9% |
| 1Y | +22.6% | +44.2% | -21.6% | +15.8% |
| 3Y | +74.7% | +533.0% | -458.4% | +36.6% |
| 5Y | +66.1% | +443.0% | -376.9% | +29.7% |
| 10Y | +225.0% | +678.6% | -453.6% | +128.7% |
| All | +377.4% | +74.0% | +303.4% | +243.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling