+24.4%
KOP vs VT
+345.0%
-320.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.1% | -3.5% | -1.6% |
| 7D | -5.3% | -4.2% | -1.1% | +0.9% |
| 30D | -13.9% | -5.8% | -8.1% | -5.9% |
| 3M | -22.2% | -5.2% | -16.9% | -15.9% |
| 6M | -3.7% | +0.1% | -3.9% | -4.2% |
| YTD | +47.3% | +8.2% | +39.1% | +30.3% |
| 1Y | +42.6% | +10.1% | +32.5% | +22.9% |
| 3Y | +7.2% | +69.7% | -62.4% | -51.4% |
| 5Y | +23.1% | +53.4% | -30.3% | -35.4% |
| 10Y | +30.3% | +219.2% | -189.0% | -73.3% |
| All | +24.4% | +345.0% | -320.6% | -83.9% |
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