-100.0%
KITT vs VT
+63.6%
-163.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | -8.9% | -0.1% | -8.8% | -7.9% |
| 30D | -10.1% | -3.1% | -7.1% | -6.0% |
| 3M | -81.1% | -3.5% | -77.6% | -80.1% |
| 6M | -90.0% | +0.5% | -90.5% | -89.8% |
| YTD | -96.4% | +10.8% | -107.2% | -96.6% |
| 1Y | -98.0% | +11.9% | -109.9% | -98.2% |
| 3Y | -100.0% | +73.0% | -173.0% | -100.0% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +63.6% | -163.6% | -100.0% |
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