-99.9%
KSCP vs VT
+71.4%
-171.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.4% | +0.4% |
| 7D | -13.0% | -0.7% | -12.3% | -12.1% |
| 30D | -33.9% | -1.7% | -32.1% | -31.7% |
| 3M | -73.3% | -2.3% | -71.0% | -72.0% |
| 6M | -86.2% | +1.5% | -87.7% | -86.3% |
| YTD | -89.2% | +12.0% | -101.3% | -91.0% |
| 1Y | -91.9% | +12.9% | -104.7% | -93.3% |
| 3Y | -98.8% | +74.9% | -173.8% | -99.5% |
| All | -99.9% | +71.4% | -171.3% | -99.9% |
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