-92.3%
KLC vs VT
+32.1%
-124.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.5% | -0.9% |
| 7D | -2.4% | -4.2% | +1.7% | +3.6% |
| 30D | 0.0% | -5.8% | +5.8% | +8.6% |
| 3M | -62.1% | -5.2% | -56.9% | -59.1% |
| 6M | -49.7% | +0.1% | -49.9% | -50.1% |
| YTD | -53.7% | +8.2% | -61.9% | -58.6% |
| 1Y | -64.2% | +10.1% | -74.3% | -68.7% |
| All | -92.3% | +32.1% | -124.5% | -94.1% |
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