-100.0%
KPRX vs VT
+234.8%
-334.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.7% | +0.4% | -3.1% | -3.1% |
| 30D | +0.4% | +1.0% | -0.6% | -0.6% |
| 3M | -3.0% | +2.4% | -5.4% | -5.8% |
| 6M | +25.0% | +12.0% | +13.0% | +12.1% |
| YTD | +29.4% | +15.3% | +14.1% | +12.8% |
| 1Y | -6.6% | +22.6% | -29.2% | -22.9% |
| 3Y | -41.9% | +74.7% | -116.6% | -65.6% |
| 5Y | -99.6% | +66.1% | -165.7% | -99.8% |
| 10Y | -100.0% | +225.0% | -325.0% | -100.0% |
| All | -100.0% | +234.8% | -334.8% | -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