-91.3%
KG vs VT
+374.2%
-465.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.1% | +0.4% | -0.3% | -0.4% |
| 30D | -13.9% | +1.0% | -14.8% | -14.9% |
| 3M | -32.6% | +2.4% | -34.9% | -34.6% |
| 6M | -52.4% | +12.0% | -64.4% | -57.8% |
| YTD | -26.0% | +15.3% | -41.3% | -36.0% |
| 1Y | -70.8% | +22.6% | -93.4% | -76.3% |
| 3Y | -78.5% | +74.7% | -153.1% | -87.6% |
| 5Y | -88.1% | +66.1% | -154.2% | -92.8% |
| 10Y | -96.8% | +225.0% | -321.8% | -99.0% |
| All | -91.3% | +374.2% | -465.5% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling