-84.8%
KDK vs VT
+15.6%
-100.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -15.6% |
| 7D | +4.3% | -0.1% | +4.5% | +5.7% |
| 30D | -27.5% | -3.1% | -24.5% | -22.3% |
| 3M | -72.4% | -3.5% | -68.9% | -70.2% |
| 6M | -83.3% | +0.5% | -83.8% | -82.8% |
| YTD | -88.9% | +10.8% | -99.7% | -90.1% |
| 1Y | -84.8% | +11.9% | -96.7% | -86.1% |
| All | -84.8% | +15.6% | -100.4% | -86.6% |
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