-31.9%
KE vs VT
+53.4%
-85.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.1% | -6.1% |
| 7D | -25.5% | -2.3% | -23.2% | -22.5% |
| 30D | -33.7% | -5.0% | -28.8% | -28.6% |
| 3M | -27.0% | -4.9% | -22.2% | -21.4% |
| 6M | -23.4% | -1.5% | -21.9% | -20.4% |
| YTD | -30.8% | +8.5% | -39.3% | -35.3% |
| 1Y | -31.6% | +11.4% | -43.0% | -37.8% |
| 3Y | -28.7% | +70.1% | -98.8% | -57.8% |
| All | -31.9% | +53.4% | -85.3% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling