-9.3%
KCCA vs VT
+74.3%
-83.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.6% | +1.0% | -2.7% | -1.8% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +3.6% | +4.5% | -1.0% | +2.7% |
| 6M | +13.6% | +14.1% | -0.4% | +11.0% |
| YTD | +1.7% | +14.8% | -13.0% | -0.7% |
| 1Y | +13.2% | +21.2% | -8.0% | +9.3% |
| 3Y | -19.3% | +76.6% | -95.8% | -29.5% |
| All | -9.3% | +74.3% | -83.6% | -17.4% |
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