+248.6%
KE vs VT
+240.3%
+8.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | +5.3% | +1.0% | +4.3% | +4.1% |
| 30D | -3.7% | -0.2% | -3.4% | -3.3% |
| 3M | -0.7% | +4.5% | -5.2% | -5.1% |
| 6M | +11.2% | +14.1% | -2.8% | -3.4% |
| YTD | -9.5% | +14.8% | -24.3% | -21.3% |
| 1Y | -17.5% | +21.2% | -38.7% | -32.1% |
| 3Y | -12.9% | +76.6% | -89.5% | -51.1% |
| 5Y | +3.2% | +66.6% | -63.4% | -38.6% |
| 10Y | +106.3% | +222.3% | -116.0% | -32.5% |
| All | +248.6% | +240.3% | +8.3% | +1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling