-8.2%
KSS vs VT
+226.2%
-234.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -0.7% | -1.6% | +0.9% | +1.8% |
| 30D | +25.6% | -2.5% | +28.1% | +30.3% |
| 3M | +18.3% | -1.3% | +19.6% | +20.9% |
| 6M | +63.5% | +3.1% | +60.4% | +55.5% |
| YTD | +18.6% | +10.9% | +7.7% | -0.1% |
| 1Y | +48.4% | +12.1% | +36.3% | +23.8% |
| 3Y | +16.1% | +73.9% | -57.8% | -49.7% |
| 5Y | -42.9% | +58.0% | -100.9% | -70.3% |
| All | -8.2% | +226.2% | -234.5% | -77.5% |
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