+392.7%
KCE vs VT
+345.0%
+47.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.4% | +1.3% |
| 7D | -0.4% | -4.2% | +3.8% | +4.9% |
| 30D | +0.8% | -5.8% | +6.6% | +8.3% |
| 3M | -5.0% | -5.2% | +0.3% | +1.4% |
| 6M | +3.8% | +0.1% | +3.7% | +3.2% |
| YTD | +5.8% | +8.2% | -2.4% | -4.4% |
| 1Y | +9.2% | +10.1% | -0.9% | -3.3% |
| 3Y | +90.7% | +69.7% | +21.1% | +0.9% |
| 5Y | +57.7% | +53.4% | +4.3% | -4.7% |
| 10Y | +394.7% | +219.2% | +175.5% | +21.8% |
| All | +392.7% | +345.0% | +47.7% | -0.8% |
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 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