+67.3%
KOPN vs VT
+223.7%
-156.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.6% | +6.0% |
| 7D | -1.7% | +0.4% | -2.1% | -1.3% |
| 30D | -24.2% | -2.6% | -21.6% | -18.5% |
| 3M | -20.8% | -3.2% | -17.6% | -13.2% |
| 6M | -37.5% | +0.9% | -38.5% | -34.2% |
| YTD | +44.4% | +11.3% | +33.1% | +31.0% |
| 1Y | +19.0% | +14.0% | +5.0% | +4.0% |
| 3Y | +177.0% | +75.8% | +101.2% | +29.2% |
| 5Y | -48.0% | +57.8% | -105.8% | -69.3% |
| 10Y | +67.3% | +219.8% | -152.5% | -68.4% |
| All | +67.3% | +223.7% | -156.4% | -68.4% |
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 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