+248.0%
KOD vs VT
+151.7%
+96.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | -6.3% | +0.4% | -6.7% | -7.0% |
| 30D | -18.9% | +1.0% | -19.9% | -20.3% |
| 3M | +3.5% | +2.4% | +1.1% | -0.5% |
| 6M | +31.7% | +12.0% | +19.7% | +8.8% |
| YTD | +26.5% | +15.3% | +11.1% | -0.5% |
| 1Y | +313.6% | +22.6% | +291.0% | +196.7% |
| 3Y | +1,373.3% | +74.7% | +1,298.7% | +547.3% |
| 5Y | -61.5% | +66.1% | -127.7% | -79.7% |
| All | +248.0% | +151.7% | +96.3% | +16.3% |
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