+251.0%
KOF vs VT
+356.1%
-105.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.6% |
| 7D | +2.5% | -1.6% | +4.1% | +3.7% |
| 30D | +10.4% | -2.5% | +12.9% | +12.4% |
| 3M | +9.9% | -1.3% | +11.2% | +10.8% |
| 6M | +16.9% | +3.1% | +13.8% | +13.7% |
| YTD | +26.8% | +10.9% | +15.9% | +16.8% |
| 1Y | +39.0% | +12.1% | +26.9% | +26.9% |
| 3Y | +55.9% | +73.9% | -18.0% | +0.3% |
| 5Y | +154.3% | +58.0% | +96.3% | +74.1% |
| 10Y | +128.0% | +225.5% | -97.5% | -12.3% |
| All | +251.0% | +356.1% | -105.1% | -14.0% |
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 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