+954.1%
KOD vs VT
+142.9%
+811.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.6% | +5.3% | +3.7% |
| 7D | +9.7% | +0.4% | +9.3% | +9.4% |
| 30D | +7.2% | -2.6% | +9.8% | +12.4% |
| 3M | +136.1% | -3.2% | +139.3% | +147.6% |
| 6M | +161.2% | +0.9% | +160.2% | +155.4% |
| YTD | +283.0% | +11.3% | +271.7% | +217.8% |
| 1Y | +507.5% | +14.0% | +493.5% | +384.7% |
| 3Y | +5,752.5% | +75.8% | +5,676.6% | +2,415.5% |
| 5Y | -9.1% | +57.8% | -66.9% | -48.5% |
| All | +954.1% | +142.9% | +811.2% | +271.5% |
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