-99.4%
KLRS vs VT
+129.5%
-228.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -3.4% |
| 7D | -11.0% | -0.1% | -10.9% | -10.8% |
| 30D | -11.9% | -0.7% | -11.3% | -10.9% |
| 3M | -15.1% | +4.0% | -19.1% | -20.4% |
| 6M | -65.3% | +12.3% | -77.6% | -71.3% |
| YTD | -58.9% | +14.0% | -72.9% | -66.9% |
| 1Y | -25.9% | +20.3% | -46.2% | -45.6% |
| 3Y | -94.8% | +75.4% | -170.2% | -98.1% |
| 5Y | -99.3% | +66.0% | -165.3% | -99.7% |
| All | -99.4% | +129.5% | -228.9% | -99.8% |
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 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