+234.5%
KF vs VT
+223.7%
+10.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +1.0% |
| 7D | -6.0% | +0.4% | -6.3% | -6.0% |
| 30D | -20.0% | -2.6% | -17.4% | -17.3% |
| 3M | -13.8% | -3.2% | -10.6% | -10.0% |
| 6M | -27.8% | +0.9% | -28.8% | -26.6% |
| YTD | +40.5% | +11.3% | +29.2% | +31.8% |
| 1Y | +54.1% | +14.0% | +40.1% | +41.5% |
| 3Y | +166.2% | +75.8% | +90.4% | +64.3% |
| 5Y | +95.6% | +57.8% | +37.8% | +32.9% |
| 10Y | +234.5% | +219.8% | +14.7% | +24.3% |
| All | +234.5% | +223.7% | +10.8% | +24.3% |
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 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