-99.9%
KSCP vs VT
+69.5%
-169.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.7% | -6.3% |
| 7D | -13.3% | -0.1% | -13.2% | -13.4% |
| 30D | -37.1% | -3.1% | -34.0% | -33.3% |
| 3M | -73.1% | -3.5% | -69.6% | -71.1% |
| 6M | -87.0% | +0.5% | -87.4% | -86.8% |
| YTD | -89.5% | +10.8% | -100.3% | -91.0% |
| 1Y | -91.4% | +11.9% | -103.3% | -92.8% |
| 3Y | -98.8% | +73.0% | -171.8% | -99.5% |
| All | -99.9% | +69.5% | -169.3% | -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