-6.2%
KSS vs VT
+374.2%
-380.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +11.1% | +0.4% | +10.6% | +10.6% |
| 30D | -1.1% | +1.0% | -2.1% | -2.0% |
| 3M | +22.8% | +2.4% | +20.4% | +19.7% |
| 6M | +29.4% | +12.0% | +17.4% | +14.7% |
| YTD | -3.0% | +15.3% | -18.4% | -16.8% |
| 1Y | +22.1% | +22.6% | -0.5% | -1.0% |
| 3Y | -10.3% | +74.7% | -84.9% | -48.0% |
| 5Y | -52.4% | +66.1% | -118.6% | -70.0% |
| 10Y | -26.2% | +225.0% | -251.2% | -72.4% |
| All | -6.2% | +374.2% | -380.3% | -72.3% |
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