+62.5%
VUG vs KGC
+296.2%
-233.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +2.4% |
| 7D | +0.5% | +11.1% | -10.6% | -1.0% |
| 30D | -8.2% | -3.7% | -4.4% | -7.8% |
| 3M | -5.4% | -17.2% | +11.8% | -3.4% |
| 6M | -2.5% | -27.3% | +24.7% | +1.0% |
| YTD | +4.2% | -18.5% | +22.7% | +5.3% |
| 1Y | +5.0% | -5.7% | +10.7% | +3.7% |
| 3Y | +81.7% | +336.5% | -254.7% | +36.4% |
| 5Y | +62.5% | +298.7% | -236.2% | +19.1% |
| All | +62.5% | +296.2% | -233.6% | +19.1% |
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