-99.3%
KTTA vs VT
+62.8%
-162.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -9.8% | +2.4% | -12.2% | -11.1% |
| 30D | +27.6% | -1.5% | +29.1% | +28.5% |
| 3M | +9.2% | -4.1% | +13.3% | +11.6% |
| 6M | -33.5% | +0.6% | -34.1% | -33.8% |
| YTD | -59.5% | +11.0% | -70.6% | -61.8% |
| 1Y | -25.7% | +13.3% | -39.1% | -30.4% |
| 3Y | -91.6% | +73.4% | -165.0% | -93.7% |
| 5Y | -99.0% | +57.4% | -156.4% | -99.0% |
| All | -99.3% | +62.8% | -162.0% | -99.3% |
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 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