+294.2%
KFRC vs VT
+223.7%
+70.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.0% |
| 7D | -6.9% | +0.4% | -7.2% | -7.2% |
| 30D | +5.8% | -2.6% | +8.4% | +8.1% |
| 3M | -7.4% | -3.2% | -4.2% | -5.1% |
| 6M | +26.9% | +0.9% | +25.9% | +24.4% |
| YTD | +80.9% | +11.3% | +69.6% | +60.5% |
| 1Y | +88.1% | +14.0% | +74.1% | +63.0% |
| 3Y | -3.3% | +75.8% | -79.1% | -45.3% |
| 5Y | -17.7% | +57.8% | -75.5% | -48.3% |
| 10Y | +294.2% | +219.8% | +74.4% | +20.9% |
| All | +294.2% | +223.7% | +70.5% | +20.9% |
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 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