+234.4%
KOF vs VT
+374.2%
-139.8%
-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% | -0.4% | -0.4% |
| 7D | -0.5% | +0.4% | -1.0% | -0.9% |
| 30D | +3.4% | +1.0% | +2.5% | +2.6% |
| 3M | +6.0% | +2.4% | +3.6% | +3.9% |
| 6M | +5.8% | +12.0% | -6.2% | -3.2% |
| YTD | +20.8% | +15.3% | +5.5% | +8.2% |
| 1Y | +37.1% | +22.6% | +14.5% | +17.1% |
| 3Y | +46.0% | +74.7% | -28.6% | -6.1% |
| 5Y | +136.8% | +66.1% | +70.7% | +56.2% |
| 10Y | +107.5% | +225.0% | -117.5% | -19.8% |
| All | +234.4% | +374.2% | -139.8% | -20.4% |
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