+547.7%
KIE vs VT
+355.4%
+192.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.0% |
| 7D | +2.3% | -0.1% | +2.4% | +2.2% |
| 30D | +9.6% | -3.1% | +12.6% | +12.9% |
| 3M | +3.4% | -3.5% | +6.9% | +6.9% |
| 6M | +17.6% | +0.5% | +17.1% | +15.2% |
| YTD | +10.7% | +10.8% | 0.0% | -3.3% |
| 1Y | +14.3% | +11.9% | +2.4% | -1.4% |
| 3Y | +58.8% | +73.0% | -14.2% | -17.2% |
| 5Y | +76.5% | +58.6% | +17.9% | 0.0% |
| 10Y | +201.3% | +219.2% | -17.9% | -24.5% |
| All | +547.7% | +355.4% | +192.2% | +6.7% |
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