+113.0%
VWO vs KGC
+698.0%
-585.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -5.6% | +3.9% | -1.1% |
| 30D | -0.1% | +6.1% | -6.2% | -1.0% |
| 3M | +2.2% | +17.3% | -15.1% | -0.1% |
| 6M | +8.8% | -10.3% | +19.0% | +9.4% |
| YTD | +12.4% | +3.9% | +8.5% | +10.8% |
| 1Y | +15.6% | +25.7% | -10.2% | +11.1% |
| 3Y | +62.5% | +526.0% | -463.4% | +28.0% |
| 5Y | +34.3% | +455.5% | -421.2% | +5.2% |
| All | +113.0% | +698.0% | -585.0% | +58.7% |
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 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