-54.7%
KURA vs VT
+231.3%
-285.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -5.7% |
| 7D | -35.6% | -4.2% | -31.4% | -32.4% |
| 30D | -35.4% | -5.8% | -29.6% | -30.6% |
| 3M | -26.1% | -5.2% | -20.8% | -21.2% |
| 6M | -26.8% | +0.1% | -26.9% | -27.0% |
| YTD | -34.6% | +8.2% | -42.8% | -40.7% |
| 1Y | -31.6% | +10.1% | -41.7% | -39.2% |
| 3Y | -24.5% | +69.7% | -94.2% | -60.0% |
| 5Y | -65.3% | +53.4% | -118.6% | -79.0% |
| 10Y | +63.9% | +219.2% | -155.4% | -59.8% |
| All | -54.7% | +231.3% | -285.9% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling