-100.0%
KPRX vs VT
+215.5%
-315.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.2% |
| 7D | -7.7% | -2.3% | -5.4% | -5.4% |
| 30D | -43.1% | -5.0% | -38.1% | -40.0% |
| 3M | -43.7% | -4.9% | -38.9% | -40.9% |
| 6M | -42.6% | -1.5% | -41.1% | -42.0% |
| YTD | -26.9% | +8.5% | -35.4% | -32.7% |
| 1Y | -37.9% | +11.4% | -49.3% | -44.2% |
| 3Y | -76.2% | +70.1% | -146.3% | -85.8% |
| 5Y | -99.8% | +53.7% | -153.5% | -99.9% |
| All | -100.0% | +215.5% | -315.5% | -100.0% |
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