+71.1%
KURA vs VT
+215.5%
-144.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.6% |
| 7D | -29.1% | -2.3% | -26.8% | -27.3% |
| 30D | -31.9% | -5.0% | -26.9% | -27.6% |
| 3M | -21.7% | -4.9% | -16.8% | -16.9% |
| 6M | -24.0% | -1.5% | -22.4% | -22.6% |
| YTD | -30.0% | +8.5% | -38.5% | -36.7% |
| 1Y | -28.4% | +11.4% | -39.8% | -37.2% |
| 3Y | -19.1% | +70.1% | -89.2% | -56.9% |
| 5Y | -62.9% | +53.7% | -116.6% | -77.4% |
| All | +71.1% | +215.5% | -144.5% | -49.4% |
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 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