-100.0%
KPRX vs VT
+214.2%
-314.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.6% | -5.8% |
| 7D | -14.8% | -4.2% | -10.6% | -11.0% |
| 30D | -40.0% | -5.8% | -34.2% | -36.4% |
| 3M | -40.9% | -5.2% | -35.7% | -37.8% |
| 6M | -40.2% | +0.1% | -40.4% | -40.6% |
| YTD | -23.9% | +8.2% | -32.1% | -29.4% |
| 1Y | -35.9% | +10.1% | -46.0% | -41.4% |
| 3Y | -73.1% | +69.7% | -142.8% | -83.6% |
| 5Y | -99.8% | +53.4% | -153.2% | -99.9% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +214.2% | -314.2% | -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 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