+147.2%
KTF vs VT
+357.8%
-210.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | +2.9% | -2.9% | -0.6% |
| 30D | +3.1% | -2.5% | +5.6% | +3.6% |
| 3M | -6.8% | -3.3% | -3.4% | -6.1% |
| 6M | -5.5% | +1.5% | -7.0% | -5.9% |
| YTD | -3.0% | +11.4% | -14.4% | -5.4% |
| 1Y | -3.2% | +11.9% | -15.1% | -5.7% |
| 3Y | +27.2% | +73.9% | -46.7% | +11.9% |
| 5Y | -7.8% | +57.9% | -65.7% | -17.6% |
| 10Y | +12.2% | +222.6% | -210.4% | -15.5% |
| All | +147.2% | +357.8% | -210.7% | +54.9% |
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