+7,692.0%
KEN vs VT
+215.5%
+7,476.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | -10.4% | -2.3% | -8.1% | -8.6% |
| 30D | -7.4% | -5.0% | -2.5% | -3.4% |
| 3M | -12.2% | -4.9% | -7.4% | -8.2% |
| 6M | -37.6% | -1.5% | -36.0% | -36.3% |
| YTD | -9.4% | +8.5% | -17.9% | -14.3% |
| 1Y | +13.8% | +11.4% | +2.5% | +5.5% |
| 3Y | +313.0% | +70.1% | +242.9% | +175.8% |
| 5Y | +204.3% | +53.7% | +150.5% | +118.2% |
| All | +7,692.0% | +215.5% | +7,476.5% | +3,684.1% |
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