+89.8%
KWT vs VT
+106.9%
-17.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | +0.4% | -3.1% | +3.4% | +1.4% |
| 3M | -2.9% | -3.5% | +0.6% | -1.8% |
| 6M | -4.7% | +0.5% | -5.2% | -5.1% |
| YTD | -3.5% | +10.8% | -14.3% | -7.3% |
| 1Y | -3.9% | +11.9% | -15.8% | -7.9% |
| 3Y | +40.7% | +73.0% | -32.3% | +15.2% |
| 5Y | +28.5% | +58.6% | -30.1% | +8.7% |
| All | +89.8% | +106.9% | -17.1% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling