-93.6%
KOLD vs VT
+217.6%
-311.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.7% |
| 7D | -14.6% | -0.1% | -14.4% | -14.5% |
| 30D | +13.9% | -3.1% | +16.9% | +12.5% |
| 3M | -1.6% | -3.5% | +1.9% | -3.0% |
| 6M | +5.3% | +0.5% | +4.9% | +5.8% |
| YTD | -20.1% | +10.8% | -30.9% | -16.8% |
| 1Y | -2.5% | +11.9% | -14.4% | +2.4% |
| 3Y | -6.0% | +73.0% | -78.9% | +31.7% |
| 5Y | -67.3% | +58.6% | -125.9% | -52.8% |
| 10Y | -93.6% | +219.2% | -312.8% | -92.8% |
| All | -93.6% | +217.6% | -311.2% | -92.8% |
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