+146.3%
VXUS vs KGC
+635.9%
-489.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +2.3% | -4.1% | +6.4% | +2.8% |
| 30D | -2.2% | -11.6% | +9.4% | -0.9% |
| 3M | -5.4% | -24.5% | +19.1% | -2.6% |
| 6M | -1.2% | -34.6% | +33.3% | +3.1% |
| YTD | +10.4% | -26.2% | +36.5% | +13.2% |
| 1Y | +11.8% | -20.1% | +32.0% | +13.6% |
| 3Y | +68.4% | +312.4% | -244.0% | +40.8% |
| 5Y | +45.9% | +224.9% | -179.1% | +21.6% |
| All | +146.3% | +635.9% | -489.6% | +94.5% |
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 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