-99.9%
KSCP vs VT
+65.6%
-165.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.1% | -5.7% | -2.0% |
| 7D | -18.6% | -4.2% | -14.5% | -11.3% |
| 30D | -40.2% | -5.8% | -34.4% | -32.6% |
| 3M | -73.6% | -5.2% | -68.3% | -70.4% |
| 6M | -86.7% | +0.1% | -86.9% | -86.4% |
| YTD | -88.8% | +8.2% | -97.0% | -90.0% |
| 1Y | -90.7% | +10.1% | -100.8% | -91.8% |
| 3Y | -98.8% | +69.7% | -168.4% | -99.5% |
| All | -99.9% | +65.6% | -165.4% | -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 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