+30.0%
KE vs VT
+223.7%
-193.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.1% |
| 7D | -24.4% | +0.4% | -24.8% | -24.1% |
| 30D | -30.9% | -2.6% | -28.3% | -27.9% |
| 3M | -24.1% | -3.2% | -20.9% | -20.2% |
| 6M | -24.1% | +0.9% | -25.1% | -23.6% |
| YTD | -28.7% | +11.3% | -40.0% | -35.4% |
| 1Y | -27.2% | +14.0% | -41.2% | -35.6% |
| 3Y | -14.0% | +75.8% | -89.9% | -52.1% |
| 5Y | -28.0% | +57.8% | -85.9% | -55.0% |
| 10Y | +30.0% | +219.8% | -189.8% | -56.2% |
| All | +30.0% | +223.7% | -193.7% | -56.2% |
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