+10.1%
KMT vs VT
+345.0%
-334.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.1% | -7.6% | -6.2% |
| 7D | -23.1% | -4.2% | -18.9% | -18.5% |
| 30D | -30.5% | -5.8% | -24.7% | -24.6% |
| 3M | -31.6% | -5.2% | -26.3% | -26.4% |
| 6M | -37.4% | +0.1% | -37.5% | -37.4% |
| YTD | -16.9% | +8.2% | -25.1% | -25.1% |
| 1Y | -5.8% | +10.1% | -16.0% | -17.0% |
| 3Y | +6.0% | +69.7% | -63.7% | -47.7% |
| 5Y | -30.1% | +53.4% | -83.5% | -60.0% |
| 10Y | +6.3% | +219.2% | -212.9% | -74.5% |
| All | +10.1% | +345.0% | -334.9% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling