+146.4%
VXUS vs KGC
+645.2%
-498.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -0.1% |
| 7D | +1.6% | +2.4% | -0.9% | +1.3% |
| 30D | +1.0% | +9.2% | -8.2% | -0.2% |
| 3M | +5.7% | +16.7% | -11.1% | +3.4% |
| 6M | +13.6% | -7.0% | +20.6% | +13.8% |
| YTD | +17.4% | +7.5% | +9.9% | +15.4% |
| 1Y | +25.1% | +34.4% | -9.3% | +19.5% |
| 3Y | +75.8% | +552.0% | -476.1% | +39.7% |
| 5Y | +55.4% | +454.5% | -399.1% | +22.9% |
| 10Y | +146.4% | +658.7% | -512.3% | +90.8% |
| All | +146.4% | +645.2% | -498.8% | +90.8% |
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