+297.8%
VTI vs KGC
+698.0%
-400.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.8% |
| 7D | -0.9% | -5.6% | +4.7% | -0.4% |
| 30D | -1.4% | +6.1% | -7.6% | -2.0% |
| 3M | +3.6% | +17.3% | -13.7% | +2.0% |
| 6M | +13.6% | -10.3% | +23.9% | +14.0% |
| YTD | +12.9% | +3.9% | +9.1% | +11.7% |
| 1Y | +17.2% | +25.7% | -8.5% | +14.0% |
| 3Y | +75.7% | +526.0% | -450.3% | +49.5% |
| 5Y | +75.4% | +455.5% | -380.0% | +48.2% |
| All | +297.8% | +698.0% | -400.2% | +241.5% |
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 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