+396.2%
VUG vs KGC
+506.2%
-110.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.0% | -0.2% |
| 7D | -1.2% | +8.0% | -9.2% | -2.0% |
| 30D | -8.9% | -9.3% | +0.4% | -8.1% |
| 3M | -5.9% | -21.3% | +15.4% | -4.1% |
| 6M | -3.3% | -31.5% | +28.2% | -0.4% |
| YTD | +3.4% | -23.2% | +26.7% | +4.9% |
| 1Y | +1.9% | -15.0% | +16.9% | +2.3% |
| 3Y | +76.9% | +328.7% | -251.8% | +51.5% |
| 5Y | +63.9% | +262.9% | -199.0% | +39.1% |
| 10Y | +396.2% | +568.9% | -172.7% | +324.5% |
| All | +396.2% | +506.2% | -110.0% | +324.5% |
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