+493.2%
KAI vs VT
+214.8%
+278.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +1.9% |
| 7D | +10.4% | -4.2% | +14.5% | +16.2% |
| 30D | +13.7% | -5.8% | +19.5% | +22.1% |
| 3M | -11.1% | -5.2% | -5.8% | -5.3% |
| 6M | +3.9% | +0.1% | +3.8% | +3.9% |
| YTD | +5.6% | +8.2% | -2.7% | -3.8% |
| 1Y | +10.4% | +10.1% | +0.2% | -1.5% |
| 3Y | +24.2% | +69.7% | -45.5% | -31.4% |
| 5Y | +31.8% | +53.4% | -21.6% | -18.1% |
| All | +493.2% | +214.8% | +278.4% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling