+657.9%
KWR vs VT
+346.0%
+311.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -2.0% |
| 7D | -0.6% | -2.3% | +1.7% | +2.6% |
| 30D | -4.3% | -5.0% | +0.6% | +2.5% |
| 3M | -10.0% | -4.9% | -5.2% | -3.7% |
| 6M | +6.5% | -1.5% | +8.0% | +8.9% |
| YTD | +10.8% | +8.5% | +2.3% | -0.9% |
| 1Y | +15.3% | +11.4% | +3.9% | -0.4% |
| 3Y | -4.5% | +70.1% | -74.6% | -53.1% |
| 5Y | -41.1% | +53.7% | -94.8% | -66.0% |
| 10Y | +56.3% | +220.0% | -163.7% | -66.6% |
| All | +657.9% | +346.0% | +311.9% | -3.9% |
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