+30.9%
KWM vs VT
+20.2%
+10.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +1.1% | +15.2% | +6.4% |
| 7D | +2,256.7% | +1.8% | +2,254.9% | +2,050.6% |
| 30D | +1,844.1% | +0.9% | +1,843.2% | +1,714.1% |
| 3M | +606.5% | +4.5% | +602.1% | +459.1% |
| 6M | +250.0% | +8.9% | +241.1% | +173.1% |
| YTD | +612.2% | +12.4% | +599.8% | +421.3% |
| All | +30.9% | +20.2% | +10.8% | -3.8% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling