+367.1%
VT vs KGC
+20.7%
+346.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.8% |
| 7D | -0.3% | -6.8% | +6.5% | +0.4% |
| 30D | -1.4% | -9.2% | +7.7% | -0.5% |
| 3M | -1.4% | -9.1% | +7.7% | -0.8% |
| 6M | +5.5% | -25.7% | +31.1% | +8.4% |
| YTD | +12.8% | -23.6% | +36.5% | +14.9% |
| 1Y | +15.4% | -4.3% | +19.7% | +14.4% |
| 3Y | +76.9% | +298.1% | -221.2% | +45.7% |
| 5Y | +60.4% | +288.1% | -227.7% | +30.0% |
| 10Y | +232.8% | +479.7% | -246.9% | +142.3% |
| All | +367.1% | +20.7% | +346.3% | +250.2% |
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