+99.1%
KEX vs VT
+223.7%
-124.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | -0.3% |
| 7D | -11.5% | +0.4% | -11.9% | -12.0% |
| 30D | -8.7% | -2.6% | -6.1% | -5.8% |
| 3M | -5.2% | -3.2% | -2.0% | -1.6% |
| 6M | -12.5% | +0.9% | -13.5% | -14.0% |
| YTD | +12.9% | +11.3% | +1.6% | -2.5% |
| 1Y | +15.6% | +14.0% | +1.6% | -3.2% |
| 3Y | +62.4% | +75.8% | -13.5% | -20.9% |
| 5Y | +116.5% | +57.8% | +58.7% | +20.8% |
| 10Y | +99.1% | +219.8% | -120.7% | -57.6% |
| All | +99.1% | +223.7% | -124.6% | -57.6% |
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