-26.5%
KMT vs VT
+59.8%
-86.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +0.9% |
| 7D | -5.6% | -0.7% | -4.9% | -4.3% |
| 30D | -21.6% | -1.7% | -19.9% | -19.7% |
| 3M | -18.0% | -2.3% | -15.7% | -15.3% |
| 6M | -32.3% | +1.5% | -33.8% | -33.5% |
| YTD | -11.2% | +12.0% | -23.3% | -22.9% |
| 1Y | -9.2% | +12.9% | -22.1% | -21.8% |
| 3Y | +18.1% | +74.9% | -56.8% | -41.8% |
| 5Y | -26.5% | +59.9% | -86.4% | -59.6% |
| All | -26.5% | +59.8% | -86.2% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling