-82.6%
KTCC vs VT
+224.4%
-306.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.1% | +2.7% | +3.3% |
| 7D | -8.2% | -0.7% | -7.5% | -7.7% |
| 30D | -35.0% | -1.7% | -33.2% | -34.4% |
| 3M | -64.7% | -2.3% | -62.4% | -64.3% |
| 6M | -59.1% | +1.5% | -60.7% | -59.4% |
| YTD | -52.0% | +12.0% | -64.0% | -54.7% |
| 1Y | -54.9% | +12.9% | -67.8% | -57.6% |
| 3Y | -66.7% | +74.9% | -141.6% | -74.8% |
| 5Y | -79.0% | +59.9% | -138.9% | -83.5% |
| 10Y | -82.6% | +224.6% | -307.2% | -90.6% |
| All | -82.6% | +224.4% | -306.9% | -90.6% |
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 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