+402.8%
VUG vs KGC
+637.7%
-234.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -0.9% |
| 7D | +2.5% | -6.7% | +9.2% | +3.2% |
| 30D | -6.3% | -6.7% | +0.4% | -5.7% |
| 3M | -6.0% | -22.6% | +16.5% | -4.0% |
| 6M | -3.5% | -33.4% | +29.9% | -0.4% |
| YTD | +3.9% | -26.0% | +29.9% | +5.8% |
| 1Y | +5.1% | -18.3% | +23.4% | +5.9% |
| 3Y | +77.9% | +315.8% | -237.9% | +52.6% |
| 5Y | +62.4% | +225.7% | -163.3% | +38.8% |
| All | +402.8% | +637.7% | -234.8% | +330.8% |
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 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