-99.7%
KLRS vs VT
+123.5%
-223.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -4.7% |
| 7D | -34.9% | +2.4% | -37.3% | -37.2% |
| 30D | -26.1% | -1.5% | -24.6% | -25.1% |
| 3M | -59.4% | -4.1% | -55.3% | -57.0% |
| 6M | -67.4% | +0.6% | -67.9% | -68.1% |
| YTD | -81.3% | +11.0% | -92.4% | -84.5% |
| 1Y | -70.5% | +13.3% | -83.8% | -76.5% |
| 3Y | -95.0% | +73.4% | -168.4% | -98.1% |
| 5Y | -99.7% | +57.4% | -157.1% | -99.9% |
| All | -99.7% | +123.5% | -223.2% | -99.9% |
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