+192.2%
KEX vs VT
+374.2%
-182.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.2% | +0.4% | +0.8% | +0.7% |
| 30D | +7.4% | +1.0% | +6.4% | +6.2% |
| 3M | -1.4% | +2.4% | -3.8% | -4.0% |
| 6M | +5.4% | +12.0% | -6.6% | -7.6% |
| YTD | +27.8% | +15.3% | +12.4% | +8.4% |
| 1Y | +56.1% | +22.6% | +33.5% | +23.8% |
| 3Y | +67.3% | +74.7% | -7.4% | -9.0% |
| 5Y | +164.7% | +66.1% | +98.5% | +51.9% |
| 10Y | +164.1% | +225.0% | -60.9% | -21.1% |
| All | +192.2% | +374.2% | -182.0% | -41.9% |
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