+120.4%
KEMX vs VT
+134.9%
-14.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.3% |
| 7D | -4.3% | -2.3% | -2.0% | -2.0% |
| 30D | -13.4% | -5.0% | -8.5% | -9.0% |
| 3M | -8.2% | -4.9% | -3.3% | -3.4% |
| 6M | -9.1% | -1.5% | -7.6% | -6.8% |
| YTD | +21.3% | +8.5% | +12.8% | +14.6% |
| 1Y | +27.9% | +11.4% | +16.5% | +18.0% |
| 3Y | +84.1% | +70.1% | +14.1% | +17.0% |
| 5Y | +65.5% | +53.7% | +11.8% | +14.7% |
| All | +120.4% | +134.9% | -14.4% | +7.0% |
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