-22.2%
KEP vs VT
+346.0%
-368.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +8.3% | -2.3% | +10.6% | +10.8% |
| 30D | +0.6% | -5.0% | +5.6% | +5.7% |
| 3M | -10.1% | -4.9% | -5.2% | -5.5% |
| 6M | -28.4% | -1.5% | -26.9% | -27.0% |
| YTD | -32.1% | +8.5% | -40.6% | -36.7% |
| 1Y | -29.6% | +11.4% | -41.0% | -36.1% |
| 3Y | +72.9% | +70.1% | +2.8% | +2.1% |
| 5Y | +13.9% | +53.7% | -39.8% | -26.7% |
| 10Y | -44.8% | +220.0% | -264.7% | -84.2% |
| All | -22.2% | +346.0% | -368.2% | -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