+1,286.0%
KAI vs VT
+356.1%
+929.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.4% | -1.6% | +7.0% | +7.5% |
| 30D | +5.3% | -2.5% | +7.8% | +8.6% |
| 3M | -12.7% | -1.3% | -11.4% | -11.5% |
| 6M | -0.8% | +3.1% | -3.9% | -4.4% |
| YTD | -0.3% | +10.9% | -11.2% | -12.2% |
| 1Y | +2.7% | +12.1% | -9.4% | -10.7% |
| 3Y | +17.3% | +73.9% | -56.6% | -39.1% |
| 5Y | +27.6% | +58.0% | -30.4% | -25.7% |
| 10Y | +484.5% | +225.5% | +259.0% | +40.5% |
| All | +1,286.0% | +356.1% | +929.9% | +119.1% |
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