+38.5%
KT vs VT
+214.8%
-176.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +2.0% |
| 7D | +7.0% | -4.2% | +11.2% | +9.7% |
| 30D | -3.3% | -5.8% | +2.5% | +0.1% |
| 3M | +1.1% | -5.2% | +6.3% | +4.3% |
| 6M | -14.3% | +0.1% | -14.4% | -14.6% |
| YTD | -3.1% | +8.2% | -11.3% | -7.9% |
| 1Y | +0.1% | +10.1% | -10.0% | -5.9% |
| 3Y | +63.3% | +69.7% | -6.3% | +17.6% |
| 5Y | +70.5% | +53.4% | +17.1% | +29.3% |
| All | +38.5% | +214.8% | -176.3% | -37.3% |
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 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