-58.9%
KURA vs VT
+57.4%
-116.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +1.0% |
| 7D | -22.7% | +0.4% | -23.0% | -23.2% |
| 30D | -28.6% | -2.6% | -26.0% | -26.3% |
| 3M | -20.9% | -3.2% | -17.7% | -17.7% |
| 6M | -19.6% | +0.9% | -20.6% | -20.7% |
| YTD | -27.1% | +11.3% | -38.4% | -36.2% |
| 1Y | -23.2% | +14.0% | -37.2% | -34.5% |
| 3Y | -12.0% | +75.8% | -87.8% | -54.7% |
| 5Y | -58.9% | +57.8% | -116.7% | -74.8% |
| All | -58.9% | +57.4% | -116.3% | -74.8% |
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