+2.0%
KOPN vs VT
+346.0%
-344.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.2% | +10.3% | +10.2% |
| 7D | -19.8% | -2.3% | -17.5% | -16.0% |
| 30D | -33.5% | -5.0% | -28.5% | -26.5% |
| 3M | -25.5% | -4.9% | -20.6% | -17.4% |
| 6M | -38.1% | -1.5% | -36.5% | -32.6% |
| YTD | +29.9% | +8.5% | +21.4% | +24.9% |
| 1Y | +6.3% | +11.4% | -5.1% | -1.3% |
| 3Y | +133.8% | +70.1% | +63.8% | +26.7% |
| 5Y | -54.4% | +53.7% | -108.1% | -69.3% |
| 10Y | +52.8% | +220.0% | -167.2% | -60.9% |
| All | +2.0% | +346.0% | -344.0% | -81.3% |
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