-1.5%
KSS vs VT
+231.8%
-233.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +4.6% |
| 7D | +8.7% | -0.3% | +9.0% | +9.3% |
| 30D | +29.9% | -1.4% | +31.3% | +32.6% |
| 3M | +27.0% | -1.4% | +28.4% | +30.3% |
| 6M | +81.3% | +5.5% | +75.9% | +66.5% |
| YTD | +27.3% | +12.8% | +14.5% | +4.5% |
| 1Y | +62.2% | +15.4% | +46.8% | +29.3% |
| 3Y | +24.7% | +76.9% | -52.2% | -47.3% |
| 5Y | -39.0% | +60.4% | -99.4% | -69.0% |
| 10Y | -1.5% | +232.8% | -234.3% | -76.4% |
| All | -1.5% | +231.8% | -233.3% | -76.4% |
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