+70.4%
KWY vs VT
+221.4%
-151.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.6% |
| 7D | -2.6% | +1.0% | -3.6% | -2.9% |
| 30D | -4.0% | -0.2% | -3.8% | -3.9% |
| 3M | -3.1% | +4.5% | -7.6% | -4.5% |
| 6M | -14.6% | +14.1% | -28.7% | -18.3% |
| YTD | -26.9% | +14.8% | -41.7% | -30.2% |
| 1Y | -31.7% | +21.2% | -52.9% | -35.9% |
| 3Y | +15.4% | +76.6% | -61.2% | -2.7% |
| 5Y | +76.8% | +66.6% | +10.2% | +50.6% |
| 10Y | +70.4% | +222.3% | -151.9% | +19.5% |
| All | +70.4% | +221.4% | -151.1% | +19.5% |
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