-98.2%
KG vs VT
+215.5%
-313.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.6% | +4.6% |
| 7D | +8.2% | -2.3% | +10.5% | +10.5% |
| 30D | -14.2% | -5.0% | -9.3% | -10.3% |
| 3M | -51.3% | -4.9% | -46.4% | -49.2% |
| 6M | -60.8% | -1.5% | -59.3% | -60.4% |
| YTD | -57.6% | +8.5% | -66.1% | -60.7% |
| 1Y | -77.1% | +11.4% | -88.5% | -79.3% |
| 3Y | -86.7% | +70.1% | -156.8% | -91.7% |
| 5Y | -93.8% | +53.7% | -147.5% | -95.8% |
| All | -98.2% | +215.5% | -313.7% | -99.3% |
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