-92.6%
KOLD vs VT
+224.5%
-317.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.3% | +0.4% | -2.7% | -2.1% |
| 30D | -8.5% | +1.0% | -9.5% | -8.2% |
| 3M | +38.2% | +2.4% | +35.9% | +39.7% |
| 6M | +28.8% | +12.0% | +16.8% | +35.2% |
| YTD | -19.0% | +15.3% | -34.4% | -14.3% |
| 1Y | -17.1% | +22.6% | -39.7% | -9.0% |
| 3Y | +2.6% | +74.7% | -72.1% | +43.3% |
| 5Y | -76.5% | +66.1% | -142.6% | -65.4% |
| All | -92.6% | +224.5% | -317.0% | -87.5% |
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