-99.5%
KSCP vs VT
+76.4%
-175.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +5.0% | +0.4% | +4.5% | +4.2% |
| 30D | -5.7% | +1.0% | -6.7% | -7.2% |
| 3M | -42.0% | +2.4% | -44.3% | -43.5% |
| 6M | -64.7% | +12.0% | -76.7% | -70.9% |
| YTD | -60.1% | +15.3% | -75.4% | -68.5% |
| 1Y | -73.1% | +22.6% | -95.7% | -80.6% |
| 3Y | -97.3% | +74.7% | -172.0% | -98.9% |
| All | -99.5% | +76.4% | -175.9% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling