-6.7%
KSA vs VT
+57.4%
-64.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | 0.0% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -1.7% | -2.6% | +0.9% | -0.5% |
| 3M | -5.8% | -3.2% | -2.6% | -4.4% |
| 6M | -7.0% | +0.9% | -8.0% | -7.6% |
| YTD | -1.1% | +11.3% | -12.4% | -6.2% |
| 1Y | -7.2% | +14.0% | -21.2% | -13.0% |
| 3Y | +0.8% | +75.8% | -75.0% | -22.0% |
| 5Y | -6.7% | +57.8% | -64.5% | -25.5% |
| All | -6.7% | +57.4% | -64.1% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling