-64.0%
KOD vs VT
+66.2%
-130.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -6.3% | +0.4% | -6.7% | -7.2% |
| 30D | -18.9% | +1.0% | -19.9% | -20.7% |
| 3M | +3.5% | +2.4% | +1.1% | -1.8% |
| 6M | +31.7% | +12.0% | +19.7% | +2.6% |
| YTD | +26.5% | +15.3% | +11.1% | -7.8% |
| 1Y | +313.6% | +22.6% | +291.0% | +165.8% |
| 3Y | +1,373.3% | +74.7% | +1,298.7% | +372.1% |
| All | -64.0% | +66.2% | -130.2% | -84.0% |
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