+16.6%
KE vs VT
+224.4%
-207.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.9% |
| 7D | -24.5% | -0.7% | -23.8% | -23.1% |
| 30D | -30.2% | -1.7% | -28.5% | -28.0% |
| 3M | -22.6% | -2.3% | -20.3% | -19.5% |
| 6M | -24.3% | +1.5% | -25.9% | -24.3% |
| YTD | -29.8% | +12.0% | -41.8% | -36.9% |
| 1Y | -30.0% | +12.9% | -42.9% | -37.5% |
| 3Y | -17.0% | +74.9% | -91.9% | -53.6% |
| 5Y | -25.5% | +59.9% | -85.4% | -54.2% |
| 10Y | +16.6% | +224.6% | -208.0% | -63.6% |
| All | +16.6% | +224.4% | -207.8% | -63.6% |
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