+55.9%
VZ vs KGC
+317.1%
-261.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -0.9% |
| 7D | +2.1% | +10.5% | -8.3% | +2.4% |
| 30D | +1.4% | -4.1% | +5.4% | +1.3% |
| 3M | -1.3% | -13.1% | +11.8% | -1.5% |
| 6M | -0.5% | -27.5% | +27.0% | -0.8% |
| YTD | +19.6% | -20.7% | +40.4% | +17.9% |
| 1Y | +22.4% | -6.1% | +28.4% | +19.7% |
| 3Y | +55.9% | +318.6% | -262.7% | +32.5% |
| All | +55.9% | +317.1% | -261.2% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling