-58.1%
KD vs VT
+61.1%
-119.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.4% |
| 7D | +5.4% | +2.9% | +2.6% | +1.4% |
| 30D | +39.4% | -2.5% | +41.9% | +44.7% |
| 3M | +30.4% | -3.3% | +33.8% | +36.9% |
| 6M | +48.6% | +1.5% | +47.1% | +44.3% |
| YTD | -35.8% | +11.4% | -47.1% | -46.5% |
| 1Y | -35.2% | +11.9% | -47.1% | -46.4% |
| 3Y | -3.5% | +73.9% | -77.3% | -57.8% |
| 5Y | -17.7% | +57.9% | -75.6% | -63.4% |
| All | -58.1% | +61.1% | -119.3% | -81.2% |
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