-94.6%
KULR vs VT
+53.4%
-148.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.0% |
| 7D | -9.8% | -2.3% | -7.4% | -5.1% |
| 30D | -42.9% | -5.0% | -37.9% | -36.3% |
| 3M | -46.4% | -4.9% | -41.5% | -40.1% |
| 6M | -48.1% | -1.5% | -46.5% | -43.8% |
| YTD | -50.0% | +8.5% | -58.5% | -53.5% |
| 1Y | -51.2% | +11.4% | -62.5% | -56.2% |
| 3Y | -42.2% | +70.1% | -112.3% | -71.5% |
| All | -94.6% | +53.4% | -148.0% | -96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling