-17.1%
KEP vs VT
+374.2%
-391.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.2% | +0.4% | +1.8% | +1.8% |
| 30D | -3.4% | +1.0% | -4.4% | -4.3% |
| 3M | -7.4% | +2.4% | -9.8% | -9.3% |
| 6M | -30.6% | +12.0% | -42.6% | -37.5% |
| YTD | -27.6% | +15.3% | -43.0% | -36.5% |
| 1Y | -11.8% | +22.6% | -34.3% | -27.2% |
| 3Y | +81.3% | +74.7% | +6.6% | +4.2% |
| 5Y | +17.0% | +66.1% | -49.2% | -30.3% |
| 10Y | -53.3% | +225.0% | -278.3% | -86.8% |
| All | -17.1% | +374.2% | -391.3% | -87.0% |
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