-35.4%
KTEC vs VT
+57.4%
-92.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -5.2% |
| 7D | +5.0% | +0.4% | +4.6% | +4.1% |
| 30D | -2.2% | -2.6% | +0.4% | +0.6% |
| 3M | -16.2% | -3.2% | -12.9% | -13.1% |
| 6M | -19.2% | +0.9% | -20.1% | -20.8% |
| YTD | -26.2% | +11.3% | -37.6% | -36.1% |
| 1Y | -30.8% | +14.0% | -44.8% | -41.9% |
| 3Y | -0.4% | +75.8% | -76.2% | -52.5% |
| 5Y | -35.4% | +57.8% | -93.3% | -64.3% |
| All | -35.4% | +57.4% | -92.8% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling