+99.5%
KEX vs VT
+215.5%
-116.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.0% |
| 7D | -15.9% | -2.3% | -13.6% | -13.6% |
| 30D | -11.9% | -5.0% | -7.0% | -6.4% |
| 3M | -9.0% | -4.9% | -4.1% | -3.6% |
| 6M | -15.1% | -1.5% | -13.6% | -14.0% |
| YTD | +9.8% | +8.5% | +1.3% | -2.2% |
| 1Y | +13.9% | +11.4% | +2.5% | -1.9% |
| 3Y | +57.7% | +70.1% | -12.4% | -20.0% |
| 5Y | +105.5% | +53.7% | +51.8% | +18.4% |
| All | +99.5% | +215.5% | -116.0% | -56.0% |
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 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