+327.8%
VWO vs KGC
+388.9%
-61.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | +1.3% | +9.2% | -8.0% | -0.5% |
| 3M | +5.1% | +16.7% | -11.6% | +1.8% |
| 6M | +12.5% | -7.0% | +19.6% | +12.9% |
| YTD | +14.0% | +7.5% | +6.5% | +11.0% |
| 1Y | +19.7% | +34.4% | -14.6% | +11.5% |
| 3Y | +66.8% | +552.0% | -485.2% | +15.7% |
| 5Y | +36.2% | +454.5% | -418.3% | -5.4% |
| 10Y | +111.0% | +658.7% | -547.6% | +24.9% |
| All | +327.8% | +388.9% | -61.0% | +118.6% |
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