+49.9%
KOP vs VT
+374.2%
-324.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +2.6% | +0.4% | +2.2% | +1.9% |
| 30D | -6.2% | +1.0% | -7.2% | -7.6% |
| 3M | +13.6% | +2.4% | +11.2% | +9.4% |
| 6M | +24.8% | +12.0% | +12.7% | +5.1% |
| YTD | +77.6% | +15.3% | +62.3% | +43.2% |
| 1Y | +68.5% | +22.6% | +45.9% | +23.9% |
| 3Y | +22.8% | +74.7% | -51.9% | -46.7% |
| 5Y | +49.0% | +66.1% | -17.2% | -30.4% |
| 10Y | +50.3% | +225.0% | -174.7% | -69.9% |
| All | +49.9% | +374.2% | -324.3% | -82.4% |
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 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