-2.4%
KSA vs VT
+69.4%
-71.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +1.7% |
| 7D | +1.5% | -4.2% | +5.6% | +3.7% |
| 30D | -5.3% | -5.8% | +0.5% | -2.3% |
| 3M | -7.6% | -5.2% | -2.4% | -5.1% |
| 6M | -7.7% | +0.1% | -7.9% | -8.1% |
| YTD | -2.5% | +8.2% | -10.8% | -7.1% |
| 1Y | -8.7% | +10.1% | -18.9% | -13.8% |
| All | -2.4% | +69.4% | -71.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling