+33.8%
VWO vs KGC
+453.5%
-419.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -1.8% | -5.6% | +3.9% | -0.8% |
| 30D | -0.1% | +6.1% | -6.2% | -1.3% |
| 3M | +2.2% | +17.3% | -15.1% | -1.0% |
| 6M | +8.8% | -10.3% | +19.0% | +9.7% |
| YTD | +12.4% | +3.9% | +8.5% | +10.1% |
| 1Y | +15.6% | +25.7% | -10.2% | +9.1% |
| 3Y | +62.5% | +526.0% | -463.4% | +12.3% |
| All | +33.8% | +453.5% | -419.7% | -7.5% |
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