+98.9%
KALU vs VT
+223.7%
-124.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +0.5% |
| 7D | -3.9% | +0.4% | -4.3% | -4.5% |
| 30D | -25.9% | -2.6% | -23.3% | -22.3% |
| 3M | -39.2% | -3.2% | -36.0% | -35.6% |
| 6M | -37.4% | +0.9% | -38.4% | -37.4% |
| YTD | -0.7% | +11.3% | -12.1% | -13.3% |
| 1Y | +20.6% | +14.0% | +6.6% | +1.7% |
| 3Y | +119.7% | +75.8% | +43.8% | +1.2% |
| 5Y | +25.1% | +57.8% | -32.7% | -31.1% |
| 10Y | +98.9% | +219.8% | -120.9% | -52.5% |
| All | +98.9% | +223.7% | -124.8% | -52.5% |
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