-98.6%
KG vs VT
+224.4%
-323.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.2% | -4.1% |
| 7D | -11.0% | -0.7% | -10.3% | -10.6% |
| 30D | -18.9% | -1.7% | -17.1% | -17.8% |
| 3M | -56.5% | -2.3% | -54.2% | -55.8% |
| 6M | -67.2% | +1.5% | -68.8% | -67.9% |
| YTD | -62.7% | +12.0% | -74.7% | -66.5% |
| 1Y | -77.6% | +12.9% | -90.5% | -80.1% |
| 3Y | -87.6% | +74.9% | -162.5% | -92.5% |
| 5Y | -94.0% | +59.9% | -153.9% | -96.1% |
| 10Y | -98.6% | +224.6% | -323.2% | -99.5% |
| All | -98.6% | +224.4% | -323.0% | -99.5% |
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