+96.3%
VTR vs KGC
+698.0%
-601.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -0.3% | -5.6% | +5.3% | +0.1% |
| 30D | +1.1% | +6.1% | -5.0% | +0.6% |
| 3M | +7.9% | +17.3% | -9.4% | +6.4% |
| 6M | +6.2% | -10.3% | +16.5% | +6.5% |
| YTD | +17.7% | +3.9% | +13.9% | +16.4% |
| 1Y | +32.9% | +25.7% | +7.2% | +29.0% |
| 3Y | +129.7% | +526.0% | -396.3% | +95.2% |
| 5Y | +89.3% | +455.5% | -366.2% | +59.5% |
| All | +96.3% | +698.0% | -601.7% | +68.3% |
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