+314.8%
KFY vs VT
+222.7%
+92.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.4% |
| 7D | -2.9% | -0.1% | -2.8% | -2.7% |
| 30D | -3.0% | -0.7% | -2.3% | -2.2% |
| 3M | +10.9% | +4.0% | +6.9% | +4.8% |
| 6M | +31.7% | +12.3% | +19.4% | +12.4% |
| YTD | +24.9% | +14.0% | +10.9% | +4.3% |
| 1Y | +14.7% | +20.3% | -5.6% | -10.6% |
| 3Y | +79.9% | +75.4% | +4.5% | -13.9% |
| 5Y | +18.4% | +66.0% | -47.6% | -38.5% |
| 10Y | +314.8% | +228.2% | +86.6% | -13.5% |
| All | +314.8% | +222.7% | +92.1% | -13.5% |
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