-21.4%
KCCA vs VT
+69.7%
-91.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.4% | -2.3% | +4.7% | +2.2% |
| 30D | +1.9% | -5.0% | +6.8% | +1.6% |
| 3M | +1.3% | -4.9% | +6.2% | +1.1% |
| 6M | +16.3% | -1.5% | +17.8% | +16.2% |
| YTD | +3.3% | +8.5% | -5.2% | +4.1% |
| 1Y | +5.7% | +11.4% | -5.6% | +6.8% |
| 3Y | -21.4% | +70.1% | -91.5% | -18.0% |
| All | -21.4% | +69.7% | -91.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling