+4,359.1%
KEN vs VT
+227.5%
+4,131.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -4.1% | -4.2% | -5.0% |
| 7D | -14.9% | -4.2% | -10.8% | -11.9% |
| 30D | -6.0% | -5.8% | -0.2% | -1.2% |
| 3M | -10.0% | -5.2% | -4.8% | -5.7% |
| 6M | -39.4% | +0.1% | -39.6% | -39.1% |
| YTD | -8.8% | +8.2% | -17.0% | -13.5% |
| 1Y | +12.4% | +10.1% | +2.3% | +5.3% |
| 3Y | +325.2% | +69.7% | +255.6% | +186.7% |
| 5Y | +206.4% | +53.4% | +153.1% | +122.0% |
| 10Y | +7,676.4% | +219.2% | +7,457.2% | +3,399.8% |
| All | +4,359.1% | +227.5% | +4,131.5% | +1,831.1% |
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 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