-63.2%
KTCC vs VT
+345.0%
-408.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.1% | -6.9% | -8.8% |
| 7D | -39.8% | -4.2% | -35.6% | -38.6% |
| 30D | -41.4% | -5.8% | -35.6% | -39.7% |
| 3M | -68.1% | -5.2% | -62.8% | -67.2% |
| 6M | -55.2% | +0.1% | -55.3% | -55.2% |
| YTD | -53.4% | +8.2% | -61.6% | -55.4% |
| 1Y | -56.1% | +10.1% | -66.2% | -58.3% |
| 3Y | -67.2% | +69.7% | -136.8% | -75.2% |
| 5Y | -79.5% | +53.4% | -132.9% | -83.9% |
| 10Y | -82.1% | +219.2% | -301.3% | -90.6% |
| All | -63.2% | +345.0% | -408.2% | -86.6% |
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