-38.8%
KTTA vs VT
+0.4%
-39.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +0.3% |
| 7D | +40.5% | -4.2% | +44.7% | +43.8% |
| 30D | +16.3% | -5.8% | +22.1% | +19.8% |
| 3M | +15.6% | -5.2% | +20.8% | +18.7% |
| 6M | -38.8% | +0.1% | -39.0% | -38.4% |
| All | -38.8% | +0.4% | -39.3% | -38.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling