+88.6%
VUG vs KGC
+571.8%
-483.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | -0.1% | -1.3% | +1.2% | 0.0% |
| 30D | -0.3% | +20.3% | -20.6% | -2.6% |
| 3M | -0.7% | +8.1% | -8.8% | -2.0% |
| 6M | +14.6% | -8.8% | +23.4% | +14.8% |
| YTD | +9.0% | +10.1% | -1.0% | +6.5% |
| 1Y | +14.9% | +44.2% | -29.4% | +8.5% |
| All | +88.6% | +571.8% | -483.2% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling