+862.3%
JKHY vs VT
+374.2%
+488.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | +7.7% | +1.0% | +6.7% | +6.9% |
| 3M | +27.2% | +2.4% | +24.8% | +24.4% |
| 6M | -0.5% | +12.0% | -12.5% | -9.5% |
| YTD | -8.2% | +15.3% | -23.5% | -18.5% |
| 1Y | +4.3% | +22.6% | -18.3% | -11.8% |
| 3Y | +9.6% | +74.7% | -65.1% | -30.2% |
| 5Y | +0.8% | +66.1% | -65.3% | -33.9% |
| 10Y | +110.3% | +225.0% | -114.7% | -20.5% |
| All | +862.3% | +374.2% | +488.1% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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