+369.6%
KEQU vs VT
+371.8%
-2.3%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -4.4% | +1.0% | -5.4% | -4.8% |
| 30D | -2.9% | -0.2% | -2.7% | -2.8% |
| 3M | -1.5% | +4.5% | -6.0% | -3.2% |
| 6M | -14.0% | +14.1% | -28.0% | -18.2% |
| YTD | -3.7% | +14.8% | -18.5% | -8.7% |
| 1Y | -34.3% | +21.2% | -55.5% | -39.0% |
| 3Y | +101.2% | +76.6% | +24.6% | +64.0% |
| 5Y | +171.8% | +66.6% | +105.2% | +123.7% |
| 10Y | +55.4% | +222.3% | -166.9% | -1.5% |
| All | +369.6% | +371.8% | -2.3% | +116.9% |
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 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