-41.9%
KEP vs VT
+224.4%
-266.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | +0.8% | -0.7% | +1.5% | +1.3% |
| 30D | +7.5% | -1.7% | +9.2% | +8.9% |
| 3M | -7.4% | -2.3% | -5.1% | -5.6% |
| 6M | -22.8% | +1.5% | -24.4% | -23.4% |
| YTD | -31.0% | +12.0% | -43.0% | -36.2% |
| 1Y | -31.9% | +12.9% | -44.8% | -37.5% |
| 3Y | +79.4% | +74.9% | +4.4% | +17.3% |
| 5Y | +18.2% | +59.9% | -41.7% | -17.5% |
| 10Y | -41.9% | +224.6% | -266.5% | -79.7% |
| All | -41.9% | +224.4% | -266.2% | -79.7% |
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