-19.3%
KD vs VT
+57.4%
-76.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -0.4% |
| 7D | +23.8% | +0.4% | +23.4% | +23.7% |
| 30D | +43.0% | -2.6% | +45.6% | +48.7% |
| 3M | +19.8% | -3.2% | +23.1% | +25.7% |
| 6M | +37.0% | +0.9% | +36.1% | +34.2% |
| YTD | -36.7% | +11.3% | -48.1% | -47.3% |
| 1Y | -36.3% | +14.0% | -50.3% | -48.8% |
| 3Y | -2.0% | +75.8% | -77.9% | -58.0% |
| 5Y | -19.3% | +57.8% | -77.2% | -60.5% |
| All | -19.3% | +57.4% | -76.7% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling