+294.6%
KF vs VT
+224.5%
+70.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +0.4% | +4.1% | +4.1% |
| 30D | +11.1% | +1.0% | +10.1% | +10.1% |
| 3M | -9.8% | +2.4% | -12.2% | -10.7% |
| 6M | +33.5% | +12.0% | +21.5% | +22.7% |
| YTD | +85.0% | +15.3% | +69.6% | +66.0% |
| 1Y | +153.9% | +22.6% | +131.3% | +115.7% |
| 3Y | +221.7% | +74.7% | +147.0% | +97.4% |
| 5Y | +136.3% | +66.1% | +70.2% | +51.2% |
| All | +294.6% | +224.5% | +70.1% | +36.1% |
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