+160.2%
VXUS vs KGC
+54.2%
+106.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.2% |
| 7D | -1.8% | +10.5% | -12.2% | -2.8% |
| 30D | -4.6% | -4.1% | -0.5% | -4.3% |
| 3M | -6.1% | -13.1% | +7.0% | -5.1% |
| 6M | -4.9% | -27.5% | +22.7% | -2.3% |
| YTD | +8.1% | -20.7% | +28.8% | +9.6% |
| 1Y | +12.1% | -6.1% | +18.2% | +11.8% |
| 3Y | +63.9% | +318.6% | -254.7% | +39.6% |
| 5Y | +43.1% | +289.9% | -246.8% | +20.7% |
| 10Y | +139.2% | +501.8% | -362.6% | +88.5% |
| All | +160.2% | +54.2% | +106.0% | +156.1% |
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