-43.5%
KEP vs VT
+223.7%
-267.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | -0.9% |
| 7D | +7.2% | +0.4% | +6.8% | +6.9% |
| 30D | +2.7% | -2.6% | +5.3% | +4.8% |
| 3M | -9.3% | -3.2% | -6.1% | -6.8% |
| 6M | -26.7% | +0.9% | -27.7% | -27.0% |
| YTD | -31.3% | +11.3% | -42.6% | -36.2% |
| 1Y | -25.8% | +14.0% | -39.8% | -32.3% |
| 3Y | +77.1% | +75.8% | +1.2% | +15.3% |
| 5Y | +15.7% | +57.8% | -42.1% | -18.4% |
| 10Y | -43.5% | +219.8% | -263.3% | -79.8% |
| All | -43.5% | +223.7% | -267.1% | -79.8% |
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