+92.9%
VTR vs KGC
+226.6%
-133.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +0.2% | -6.7% | +6.8% | +0.9% |
| 30D | +5.5% | -6.7% | +12.1% | +6.0% |
| 3M | -0.9% | -22.6% | +21.7% | +1.4% |
| 6M | -0.4% | -33.4% | +33.0% | +3.4% |
| YTD | +17.0% | -26.0% | +43.0% | +18.4% |
| 1Y | +18.0% | -18.3% | +36.3% | +17.4% |
| 3Y | +127.4% | +315.8% | -188.4% | +67.5% |
| All | +92.9% | +226.6% | -133.7% | +44.9% |
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