+3.2%
KT vs VT
+363.9%
-360.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.6% | +3.2% |
| 7D | +10.0% | -0.3% | +10.3% | +10.3% |
| 30D | -2.9% | -1.4% | -1.5% | -1.9% |
| 3M | 0.0% | -1.4% | +1.4% | +1.0% |
| 6M | -12.9% | +5.5% | -18.3% | -16.3% |
| YTD | -2.7% | +12.8% | -15.5% | -10.9% |
| 1Y | -0.2% | +15.4% | -15.6% | -10.1% |
| 3Y | +64.0% | +76.9% | -12.8% | +8.2% |
| 5Y | +71.5% | +60.4% | +11.1% | +20.0% |
| 10Y | +38.9% | +232.8% | -193.9% | -45.1% |
| All | +3.2% | +363.9% | -360.6% | -72.6% |
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