+39.5%
KOPN vs VT
+222.7%
-183.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.6% | -8.3% | -7.7% |
| 7D | +23.3% | +2.9% | +20.4% | +17.3% |
| 30D | -19.7% | -2.5% | -17.2% | -13.5% |
| 3M | -32.5% | -3.3% | -29.1% | -25.5% |
| 6M | -36.6% | +1.5% | -38.2% | -33.7% |
| YTD | +44.9% | +11.4% | +33.5% | +31.7% |
| 1Y | +21.5% | +11.9% | +9.6% | +10.3% |
| 3Y | +132.2% | +73.9% | +58.3% | +10.1% |
| 5Y | -46.2% | +57.9% | -104.1% | -68.2% |
| All | +39.5% | +222.7% | -183.2% | -78.0% |
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