+24.2%
KLIP vs VT
+87.4%
-63.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +0.4% |
| 7D | +4.1% | -0.3% | +4.4% | +4.3% |
| 30D | +0.9% | -1.4% | +2.4% | +1.9% |
| 3M | -6.0% | -1.4% | -4.7% | -5.2% |
| 6M | -6.4% | +5.5% | -11.9% | -10.4% |
| YTD | -12.1% | +12.8% | -24.9% | -20.0% |
| 1Y | -14.2% | +15.4% | -29.6% | -23.3% |
| 3Y | +11.4% | +76.9% | -65.5% | -30.0% |
| All | +24.2% | +87.4% | -63.2% | -25.8% |
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