+26.2%
KOLD vs VT
+69.7%
-43.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.5% |
| 7D | -4.0% | -2.3% | -1.6% | -3.7% |
| 30D | +29.8% | -5.0% | +34.8% | +30.6% |
| 3M | +1.0% | -4.9% | +5.9% | +1.6% |
| 6M | +20.1% | -1.5% | +21.7% | +20.0% |
| YTD | -8.6% | +8.5% | -17.0% | -8.9% |
| 1Y | +12.1% | +11.4% | +0.7% | +12.8% |
| 3Y | +26.2% | +70.1% | -43.9% | +46.6% |
| All | +26.2% | +69.7% | -43.6% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling