+165.9%
KEX vs VT
+363.9%
-198.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.7% | -10.7% | -10.9% |
| 7D | -12.3% | -0.3% | -12.0% | -12.2% |
| 30D | -8.4% | -1.4% | -7.0% | -7.1% |
| 3M | -3.2% | -1.4% | -1.9% | -2.1% |
| 6M | -11.3% | +5.5% | -16.8% | -16.8% |
| YTD | +16.3% | +12.8% | +3.5% | +0.8% |
| 1Y | +22.7% | +15.4% | +7.2% | +3.7% |
| 3Y | +64.0% | +76.9% | -12.9% | -12.2% |
| 5Y | +123.2% | +60.4% | +62.8% | +32.6% |
| 10Y | +119.0% | +232.8% | -113.8% | -36.1% |
| All | +165.9% | +363.9% | -198.0% | -46.0% |
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