-89.8%
KLC vs VT
+40.8%
-130.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.1% |
| 30D | -49.4% | +1.0% | -50.4% | -50.0% |
| 3M | -34.1% | +2.4% | -36.5% | -36.5% |
| 6M | -29.4% | +12.0% | -41.4% | -39.9% |
| YTD | -38.2% | +15.3% | -53.5% | -49.4% |
| 1Y | -62.9% | +22.6% | -85.5% | -71.9% |
| All | -89.8% | +40.8% | -130.6% | -92.8% |
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