+1,466.8%
VTR vs KGC
+50.1%
+1,416.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.8% |
| 7D | +0.2% | -6.7% | +6.8% | +0.5% |
| 30D | +5.5% | -6.7% | +12.1% | +5.7% |
| 3M | -0.9% | -22.6% | +21.7% | +0.1% |
| 6M | -0.4% | -33.4% | +33.0% | +1.1% |
| YTD | +17.0% | -26.0% | +43.0% | +17.9% |
| 1Y | +18.0% | -18.3% | +36.3% | +18.2% |
| 3Y | +127.4% | +315.8% | -188.4% | +109.3% |
| 5Y | +92.3% | +225.7% | -133.4% | +77.4% |
| 10Y | +129.6% | +610.5% | -480.9% | +101.3% |
| All | +1,466.8% | +50.1% | +1,416.7% | +1,262.8% |
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