+436.1%
KCE vs VT
+374.2%
+61.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | +3.4% | +1.0% | +2.4% | +2.2% |
| 3M | +12.9% | +2.4% | +10.6% | +9.5% |
| 6M | +17.9% | +12.0% | +5.8% | +2.3% |
| YTD | +15.1% | +15.3% | -0.2% | -3.5% |
| 1Y | +12.4% | +22.6% | -10.2% | -12.5% |
| 3Y | +99.9% | +74.7% | +25.2% | +2.3% |
| 5Y | +88.5% | +66.1% | +22.3% | +3.6% |
| 10Y | +413.6% | +225.0% | +188.6% | +24.1% |
| All | +436.1% | +374.2% | +61.9% | 0.0% |
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 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