+183.8%
VXUS vs KGC
+114.0%
+69.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.7% |
| 7D | +1.0% | -1.3% | +2.3% | +1.1% |
| 30D | +2.2% | +20.3% | -18.1% | +0.1% |
| 3M | +3.0% | +8.1% | -5.1% | +1.8% |
| 6M | +10.7% | -8.8% | +19.4% | +11.1% |
| YTD | +17.8% | +10.1% | +7.8% | +15.8% |
| 1Y | +27.6% | +44.2% | -16.6% | +21.8% |
| 3Y | +73.3% | +533.0% | -459.7% | +41.9% |
| 5Y | +54.3% | +443.0% | -388.7% | +26.0% |
| 10Y | +149.8% | +678.6% | -528.7% | +91.5% |
| All | +183.8% | +114.0% | +69.8% | +170.7% |
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