+795.9%
KOD vs VT
+136.2%
+659.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -1.2% |
| 7D | -9.3% | -4.2% | -5.2% | -3.0% |
| 30D | -1.4% | -5.8% | +4.4% | +8.7% |
| 3M | +108.7% | -5.2% | +114.0% | +125.7% |
| 6M | +113.4% | +0.1% | +113.2% | +110.8% |
| YTD | +225.5% | +8.2% | +217.3% | +181.8% |
| 1Y | +410.5% | +10.1% | +400.4% | +330.0% |
| 3Y | +3,756.8% | +69.7% | +3,687.1% | +1,651.4% |
| 5Y | -26.3% | +53.4% | -79.7% | -56.4% |
| All | +795.9% | +136.2% | +659.7% | +229.4% |
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