+22.3%
VZ vs KGC
+248.9%
-226.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +8.9% | -8.8% | +17.8% | +9.2% |
| 3M | +0.1% | -21.1% | +21.2% | +0.7% |
| 6M | +1.9% | -32.3% | +34.2% | +3.1% |
| YTD | +22.0% | -23.5% | +45.5% | +21.3% |
| 1Y | +22.1% | -15.0% | +37.1% | +20.3% |
| 3Y | +58.7% | +327.5% | -268.8% | +30.6% |
| 5Y | +22.3% | +244.3% | -222.0% | +1.3% |
| All | +22.3% | +248.9% | -226.6% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling