+718.4%
VTV vs KGC
+400.7%
+317.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +0.3% | +2.4% | -2.1% | +0.1% |
| 30D | +0.1% | +9.2% | -9.1% | -0.7% |
| 3M | +6.2% | +16.7% | -10.5% | +4.6% |
| 6M | +13.5% | -7.0% | +20.5% | +13.5% |
| YTD | +18.9% | +7.5% | +11.4% | +17.2% |
| 1Y | +25.8% | +34.4% | -8.6% | +21.4% |
| 3Y | +68.7% | +552.0% | -483.2% | +41.1% |
| 5Y | +80.3% | +454.5% | -374.2% | +50.7% |
| 10Y | +226.3% | +658.7% | -432.3% | +154.1% |
| All | +718.4% | +400.7% | +317.7% | +493.0% |
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