+148.0%
KEX vs VT
+345.0%
-197.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -2.4% |
| 7D | -18.2% | -4.2% | -14.0% | -14.4% |
| 30D | -13.7% | -5.8% | -7.9% | -8.1% |
| 3M | -8.9% | -5.2% | -3.6% | -3.6% |
| 6M | -16.7% | +0.1% | -16.8% | -17.2% |
| YTD | +8.4% | +8.2% | +0.2% | -1.6% |
| 1Y | +12.4% | +10.1% | +2.3% | +0.1% |
| 3Y | +52.9% | +69.7% | -16.8% | -14.2% |
| 5Y | +102.9% | +53.4% | +49.6% | +26.7% |
| 10Y | +104.2% | +219.2% | -115.0% | -37.6% |
| All | +148.0% | +345.0% | -197.0% | -47.3% |
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