-91.8%
KOLD vs VT
+214.8%
-306.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | -1.3% |
| 7D | -2.2% | -4.2% | +2.0% | -4.1% |
| 30D | +24.1% | -5.8% | +29.9% | +20.8% |
| 3M | +4.8% | -5.2% | +10.0% | +2.3% |
| 6M | +26.6% | +0.1% | +26.4% | +26.8% |
| YTD | -7.2% | +8.2% | -15.5% | -4.6% |
| 1Y | +6.3% | +10.1% | -3.9% | +10.6% |
| 3Y | +40.4% | +69.7% | -29.3% | +94.4% |
| 5Y | -51.2% | +53.4% | -104.6% | -30.8% |
| All | -91.8% | +214.8% | -306.6% | -91.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling