-85.8%
KULR vs VT
+145.4%
-231.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.1% | -0.5% | +22.6% | +22.5% |
| 7D | +21.3% | -0.1% | +21.5% | +22.0% |
| 30D | -19.1% | -3.1% | -16.0% | -16.2% |
| 3M | -27.4% | -3.5% | -23.9% | -24.3% |
| 6M | -31.1% | +0.5% | -31.6% | -29.5% |
| YTD | -32.8% | +10.8% | -43.5% | -35.5% |
| 1Y | -34.1% | +11.9% | -46.0% | -37.0% |
| 3Y | -19.8% | +73.0% | -92.7% | -38.9% |
| 5Y | -92.8% | +58.6% | -151.4% | -94.6% |
| All | -85.8% | +145.4% | -231.2% | -88.0% |
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