+104.5%
KIO vs VT
+294.4%
-190.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.3% | +0.4% | -0.2% | 0.0% |
| 30D | +0.9% | +1.0% | -0.1% | +0.4% |
| 3M | +0.2% | +2.4% | -2.2% | -1.1% |
| 6M | +3.0% | +12.0% | -9.0% | -2.8% |
| YTD | +3.8% | +15.3% | -11.6% | -3.6% |
| 1Y | 0.0% | +22.6% | -22.6% | -10.0% |
| 3Y | +27.2% | +74.7% | -47.5% | -4.9% |
| 5Y | +16.1% | +66.1% | -50.1% | -11.9% |
| 10Y | +90.4% | +225.0% | -134.7% | +5.2% |
| All | +104.5% | +294.4% | -190.0% | +3.7% |
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