-87.7%
KULR vs VT
+146.0%
-233.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -5.7% |
| 7D | +16.2% | +2.4% | +13.9% | +13.9% |
| 30D | -13.6% | -1.5% | -12.1% | -11.7% |
| 3M | -42.1% | -4.1% | -38.0% | -39.2% |
| 6M | -57.5% | +0.6% | -58.1% | -56.5% |
| YTD | -41.9% | +11.0% | -52.9% | -44.4% |
| 1Y | -37.9% | +13.3% | -51.3% | -41.2% |
| 3Y | -32.8% | +73.4% | -106.2% | -48.9% |
| 5Y | -94.1% | +57.4% | -151.5% | -95.6% |
| All | -87.7% | +146.0% | -233.7% | -89.6% |
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