+40.4%
KLAG vs VT
+14.3%
+26.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.2% | -1.2% |
| 7D | +4.1% | -2.0% | +6.1% | +16.9% |
| 30D | -23.6% | -1.4% | -22.2% | -16.6% |
| 3M | -43.4% | +4.7% | -48.1% | -50.2% |
| 6M | +11.2% | +11.4% | -0.2% | -19.3% |
| YTD | +43.2% | +13.1% | +30.1% | -1.1% |
| All | +40.4% | +14.3% | +26.1% | -12.2% |
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