-6.3%
KMT vs VT
+224.4%
-230.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +0.6% |
| 7D | -5.6% | -0.7% | -4.9% | -4.1% |
| 30D | -21.6% | -1.7% | -19.9% | -19.4% |
| 3M | -18.0% | -2.3% | -15.7% | -15.0% |
| 6M | -32.3% | +1.5% | -33.8% | -33.8% |
| YTD | -11.2% | +12.0% | -23.3% | -24.8% |
| 1Y | -9.2% | +12.9% | -22.1% | -23.9% |
| 3Y | +18.1% | +74.9% | -56.8% | -49.0% |
| 5Y | -26.5% | +59.9% | -86.4% | -63.1% |
| 10Y | -6.3% | +224.6% | -230.9% | -84.9% |
| All | -6.3% | +224.4% | -230.6% | -84.9% |
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