-49.3%
KURA vs VT
+245.3%
-294.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | +1.7% | -24.7% | -25.1% |
| 7D | -29.0% | -0.3% | -28.7% | -29.2% |
| 30D | -28.3% | -1.4% | -26.9% | -27.4% |
| 3M | -19.6% | -1.4% | -18.2% | -18.6% |
| 6M | -17.7% | +5.5% | -23.2% | -23.3% |
| YTD | -26.8% | +12.8% | -39.6% | -37.2% |
| 1Y | -23.6% | +15.4% | -39.0% | -36.1% |
| 3Y | -15.5% | +76.9% | -92.4% | -57.6% |
| 5Y | -57.9% | +60.4% | -118.3% | -75.9% |
| 10Y | +83.4% | +232.8% | -149.4% | -57.4% |
| All | -49.3% | +245.3% | -294.6% | -89.3% |
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