+105.5%
KE vs VT
+222.7%
-117.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +6.7% | +0.4% | +6.2% | +6.1% |
| 30D | -6.5% | +1.0% | -7.5% | -7.5% |
| 3M | -5.0% | +2.4% | -7.4% | -7.1% |
| 6M | +1.9% | +12.0% | -10.1% | -10.2% |
| YTD | -10.0% | +15.3% | -25.4% | -22.7% |
| 1Y | -15.9% | +22.6% | -38.5% | -32.2% |
| 3Y | -19.5% | +74.7% | -94.2% | -55.5% |
| 5Y | +2.4% | +66.1% | -63.8% | -40.3% |
| All | +105.5% | +222.7% | -117.2% | -39.9% |
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