-65.7%
KC vs VT
+147.3%
-213.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +4.9% | +10.9% |
| 7D | +0.2% | -4.2% | +4.4% | +10.7% |
| 30D | -12.6% | -5.8% | -6.8% | +1.1% |
| 3M | -34.7% | -5.2% | -29.4% | -25.2% |
| 6M | -46.7% | +0.1% | -46.9% | -46.8% |
| YTD | -21.0% | +8.2% | -29.2% | -34.4% |
| 1Y | -32.5% | +10.1% | -42.7% | -46.7% |
| 3Y | +54.4% | +69.7% | -15.2% | -60.0% |
| 5Y | -60.8% | +53.4% | -114.2% | -84.8% |
| All | -65.7% | +147.3% | -213.0% | -93.1% |
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