-99.9%
KSCP vs VT
+69.9%
-169.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.1% |
| 7D | -11.6% | +2.4% | -13.9% | -16.1% |
| 30D | -27.8% | -1.5% | -26.3% | -25.9% |
| 3M | -74.1% | -4.1% | -70.0% | -71.9% |
| 6M | -85.5% | +0.6% | -86.1% | -85.4% |
| YTD | -88.7% | +11.0% | -99.7% | -90.4% |
| 1Y | -91.4% | +13.3% | -104.7% | -92.9% |
| 3Y | -98.8% | +73.4% | -172.2% | -99.5% |
| All | -99.9% | +69.9% | -169.7% | -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