-97.2%
KAPA vs VT
+38.5%
-135.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.5% |
| 7D | +6.5% | +0.4% | +6.2% | +6.4% |
| 30D | -37.7% | -2.6% | -35.1% | -36.3% |
| 3M | -81.3% | -3.2% | -78.1% | -80.8% |
| 6M | -87.1% | +0.9% | -88.1% | -87.1% |
| YTD | -89.8% | +11.3% | -101.1% | -90.3% |
| 1Y | -91.5% | +14.0% | -105.5% | -92.0% |
| All | -97.2% | +38.5% | -135.7% | -97.5% |
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