+877.4%
KOD vs VT
+136.8%
+740.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.2% | +8.9% | +8.7% |
| 7D | +0.1% | -2.3% | +2.4% | +4.0% |
| 30D | +9.0% | -5.0% | +14.0% | +18.6% |
| 3M | +118.7% | -4.9% | +123.6% | +135.2% |
| 6M | +116.4% | -1.5% | +117.9% | +119.6% |
| YTD | +255.2% | +8.5% | +246.7% | +206.4% |
| 1Y | +487.6% | +11.4% | +476.2% | +385.5% |
| 3Y | +4,767.6% | +70.1% | +4,697.6% | +2,102.7% |
| 5Y | -19.6% | +53.7% | -73.3% | -52.6% |
| All | +877.4% | +136.8% | +740.6% | +258.1% |
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 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