+63.6%
KMDA vs VT
+221.8%
-158.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | +11.9% | +2.4% | +9.5% | +10.2% |
| 30D | +6.4% | -1.5% | +8.0% | +7.7% |
| 3M | +13.7% | -4.1% | +17.9% | +17.1% |
| 6M | +5.1% | +0.6% | +4.5% | +4.9% |
| YTD | +20.5% | +11.0% | +9.5% | +13.0% |
| 1Y | +20.2% | +13.3% | +6.8% | +11.2% |
| 3Y | +82.7% | +73.4% | +9.3% | +31.9% |
| 5Y | +55.2% | +57.4% | -2.3% | +16.9% |
| All | +63.6% | +221.8% | -158.2% | -11.4% |
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