+115.8%
KURA vs VT
+224.5%
-108.7%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.7% | +0.4% | +4.2% | +4.1% |
| 30D | +44.0% | +1.0% | +43.0% | +42.3% |
| 3M | +51.1% | +2.4% | +48.7% | +46.5% |
| 6M | +55.0% | +12.0% | +43.0% | +35.1% |
| YTD | +27.5% | +15.3% | +12.2% | +7.1% |
| 1Y | +63.0% | +22.6% | +40.4% | +27.8% |
| 3Y | +31.7% | +74.7% | -43.0% | -31.9% |
| 5Y | -30.3% | +66.1% | -96.4% | -61.4% |
| All | +115.8% | +224.5% | -108.7% | -45.0% |
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