-58.0%
KD vs VT
+62.1%
-120.1%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -2.4% |
| 7D | +1.7% | -0.7% | +2.4% | +2.6% |
| 30D | +45.4% | -1.7% | +47.2% | +49.4% |
| 3M | +28.2% | -2.3% | +30.5% | +32.7% |
| 6M | +45.2% | +1.5% | +43.6% | +41.1% |
| YTD | -35.5% | +12.0% | -47.5% | -46.8% |
| 1Y | -33.3% | +12.9% | -46.2% | -45.5% |
| 3Y | -3.1% | +74.9% | -78.0% | -58.0% |
| 5Y | -19.6% | +59.9% | -79.5% | -64.4% |
| All | -58.0% | +62.1% | -120.1% | -81.3% |
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