+1,250.4%
VUG vs KGC
+412.7%
+837.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.1% | -1.3% | +1.2% | 0.0% |
| 30D | -0.3% | +20.3% | -20.6% | -2.1% |
| 3M | -0.7% | +8.1% | -8.8% | -1.7% |
| 6M | +14.6% | -8.8% | +23.4% | +15.0% |
| YTD | +9.0% | +10.1% | -1.0% | +7.2% |
| 1Y | +14.9% | +44.2% | -29.4% | +9.8% |
| 3Y | +86.0% | +533.0% | -447.0% | +53.7% |
| 5Y | +76.7% | +443.0% | -366.3% | +45.8% |
| 10Y | +411.3% | +678.6% | -267.3% | +293.4% |
| All | +1,250.4% | +412.7% | +837.8% | +897.7% |
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 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