-18.5%
KOD vs VT
+53.4%
-71.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +8.6% |
| 7D | +0.1% | -2.3% | +2.4% | +4.9% |
| 30D | +9.0% | -5.0% | +14.0% | +20.9% |
| 3M | +118.7% | -4.9% | +123.6% | +138.8% |
| 6M | +116.4% | -1.5% | +117.9% | +118.7% |
| YTD | +255.2% | +8.5% | +246.7% | +189.4% |
| 1Y | +487.6% | +11.4% | +476.2% | +351.2% |
| 3Y | +4,767.6% | +70.1% | +4,697.6% | +1,492.7% |
| All | -18.5% | +53.4% | -71.9% | -57.1% |
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 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