-33.3%
KD vs VT
+53.2%
-86.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -4.1% | +0.2% | +1.7% |
| 7D | +16.1% | -4.2% | +20.2% | +23.5% |
| 30D | +40.9% | -5.8% | +46.7% | +53.3% |
| 3M | +16.4% | -5.2% | +21.6% | +25.7% |
| 6M | +10.1% | +0.1% | +9.9% | +8.4% |
| YTD | -39.1% | +8.2% | -47.3% | -47.3% |
| 1Y | -38.1% | +10.1% | -48.2% | -47.9% |
| 3Y | +5.1% | +69.7% | -64.6% | -52.8% |
| 5Y | -33.3% | +53.4% | -86.7% | -65.7% |
| All | -33.3% | +53.2% | -86.5% | -65.7% |
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