-98.4%
KG vs VT
+223.7%
-322.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -7.8% |
| 7D | -4.9% | +0.4% | -5.2% | -5.4% |
| 30D | -16.5% | -2.6% | -13.9% | -14.7% |
| 3M | -53.5% | -3.2% | -50.3% | -52.3% |
| 6M | -65.5% | +0.9% | -66.4% | -66.0% |
| YTD | -60.0% | +11.3% | -71.3% | -63.8% |
| 1Y | -77.7% | +14.0% | -91.7% | -80.3% |
| 3Y | -86.8% | +75.8% | -162.6% | -92.0% |
| 5Y | -94.0% | +57.8% | -151.9% | -96.0% |
| 10Y | -98.4% | +219.8% | -318.2% | -99.4% |
| All | -98.4% | +223.7% | -322.1% | -99.4% |
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