-43.5%
KEP vs VT
+217.6%
-261.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | +5.9% | -0.1% | +6.0% | +6.0% |
| 30D | +1.6% | -3.1% | +4.7% | +4.1% |
| 3M | -8.6% | -3.5% | -5.1% | -5.9% |
| 6M | -27.5% | +0.5% | -28.0% | -27.5% |
| YTD | -32.1% | +10.8% | -42.8% | -36.7% |
| 1Y | -30.0% | +11.9% | -41.9% | -35.3% |
| 3Y | +76.6% | +73.0% | +3.6% | +16.5% |
| 5Y | +15.9% | +58.6% | -42.7% | -18.6% |
| 10Y | -43.5% | +219.2% | -262.7% | -79.9% |
| All | -43.5% | +217.6% | -261.1% | -79.9% |
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 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