+48.3%
KT vs VT
+224.5%
-176.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +8.9% | +1.0% | +7.9% | +8.2% |
| 3M | +8.7% | +2.4% | +6.3% | +7.0% |
| 6M | -13.6% | +12.0% | -25.6% | -19.5% |
| YTD | +4.3% | +15.3% | -11.0% | -4.4% |
| 1Y | -1.7% | +22.6% | -24.3% | -13.3% |
| 3Y | +80.2% | +74.7% | +5.6% | +27.4% |
| 5Y | +67.0% | +66.1% | +0.8% | +20.6% |
| All | +48.3% | +224.5% | -176.2% | -33.3% |
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