+200.0%
KF vs VT
+363.9%
-163.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -3.3% |
| 7D | -7.9% | -0.3% | -7.6% | -7.7% |
| 30D | -20.7% | -1.4% | -19.2% | -19.4% |
| 3M | -10.2% | -1.4% | -8.8% | -8.4% |
| 6M | -10.9% | +5.5% | -16.4% | -13.5% |
| YTD | +50.2% | +12.8% | +37.3% | +38.0% |
| 1Y | +56.1% | +15.4% | +40.6% | +40.3% |
| 3Y | +185.8% | +76.9% | +109.0% | +68.8% |
| 5Y | +108.7% | +60.4% | +48.3% | +34.6% |
| 10Y | +252.4% | +232.8% | +19.6% | +8.2% |
| All | +200.0% | +363.9% | -163.9% | -39.8% |
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