-95.3%
KG vs VT
+345.0%
-440.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.5% |
| 7D | -0.5% | -4.2% | +3.7% | +3.8% |
| 30D | -22.3% | -5.8% | -16.5% | -17.6% |
| 3M | -53.0% | -5.2% | -47.7% | -50.5% |
| 6M | -60.1% | +0.1% | -60.2% | -60.3% |
| YTD | -59.6% | +8.2% | -67.8% | -62.8% |
| 1Y | -82.5% | +10.1% | -92.6% | -84.1% |
| 3Y | -88.0% | +69.7% | -157.6% | -92.9% |
| 5Y | -94.1% | +53.4% | -147.5% | -96.1% |
| 10Y | -98.3% | +219.2% | -317.5% | -99.5% |
| All | -95.3% | +345.0% | -440.2% | -98.9% |
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