+77.7%
VTV vs KGC
+226.6%
-149.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +2.9% | -6.7% | +9.6% | +3.6% |
| 30D | +3.8% | -6.7% | +10.4% | +4.3% |
| 3M | +1.6% | -22.6% | +24.1% | +3.6% |
| 6M | +11.2% | -33.4% | +44.6% | +14.8% |
| YTD | +22.0% | -26.0% | +48.0% | +23.7% |
| 1Y | +24.9% | -18.3% | +43.2% | +25.3% |
| 3Y | +78.5% | +315.8% | -237.3% | +44.4% |
| All | +77.7% | +226.6% | -149.0% | +44.2% |
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 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