+23.5%
KE vs VT
+217.6%
-194.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -27.2% | -0.1% | -27.0% | -26.4% |
| 30D | -32.2% | -3.1% | -29.1% | -28.9% |
| 3M | -22.6% | -3.5% | -19.1% | -18.3% |
| 6M | -25.6% | +0.5% | -26.1% | -24.6% |
| YTD | -30.1% | +10.8% | -40.9% | -36.3% |
| 1Y | -31.0% | +11.9% | -42.9% | -37.7% |
| 3Y | -17.3% | +73.0% | -90.3% | -53.1% |
| 5Y | -27.4% | +58.6% | -86.0% | -54.8% |
| 10Y | +23.5% | +219.2% | -195.7% | -58.8% |
| All | +23.5% | +217.6% | -194.2% | -58.8% |
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