-60.6%
KC vs VT
+57.4%
-118.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -7.9% |
| 7D | +6.3% | +0.4% | +5.9% | +4.0% |
| 30D | -8.9% | -2.6% | -6.3% | -2.9% |
| 3M | -31.5% | -3.2% | -28.3% | -25.3% |
| 6M | -46.9% | +0.9% | -47.8% | -48.5% |
| YTD | -18.4% | +11.3% | -29.7% | -39.0% |
| 1Y | -27.4% | +14.0% | -41.4% | -49.7% |
| 3Y | +68.5% | +75.8% | -7.4% | -68.9% |
| 5Y | -60.6% | +57.8% | -118.4% | -86.8% |
| All | -60.6% | +57.4% | -118.0% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling