+70.6%
VZ vs KGC
+506.2%
-435.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.8% | +6.3% | +0.7% |
| 7D | +2.4% | +8.0% | -5.7% | +2.1% |
| 30D | +11.2% | -9.3% | +20.5% | +11.4% |
| 3M | 0.0% | -21.3% | +21.3% | +0.5% |
| 6M | +1.3% | -31.5% | +32.8% | +2.2% |
| YTD | +21.3% | -23.2% | +44.5% | +21.2% |
| 1Y | +23.9% | -15.0% | +39.0% | +23.2% |
| 3Y | +57.7% | +328.7% | -271.0% | +43.5% |
| 5Y | +21.2% | +262.9% | -241.7% | +9.9% |
| 10Y | +70.6% | +568.9% | -498.3% | +52.4% |
| All | +70.6% | +506.2% | -435.7% | +52.4% |
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