+994.4%
KOD vs VT
+142.3%
+852.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +3.2% |
| 7D | +12.0% | +2.4% | +9.6% | +8.1% |
| 30D | +37.1% | -1.5% | +38.6% | +40.9% |
| 3M | +178.1% | -4.1% | +182.2% | +196.1% |
| 6M | +180.7% | +0.6% | +180.2% | +176.2% |
| YTD | +297.7% | +11.0% | +286.6% | +231.2% |
| 1Y | +489.2% | +13.3% | +475.9% | +373.3% |
| 3Y | +6,077.2% | +73.4% | +6,003.8% | +2,616.4% |
| 5Y | -1.0% | +57.4% | -58.4% | -43.7% |
| All | +994.4% | +142.3% | +852.1% | +287.1% |
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