+49.8%
KWY vs VT
+223.7%
-173.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.0% |
| 7D | -15.8% | +0.4% | -16.1% | -15.8% |
| 30D | -10.7% | -2.6% | -8.1% | -9.9% |
| 3M | -18.1% | -3.2% | -14.8% | -17.1% |
| 6M | -28.9% | +0.9% | -29.8% | -29.1% |
| YTD | -37.6% | +11.3% | -48.9% | -39.8% |
| 1Y | -35.6% | +14.0% | -49.6% | -38.2% |
| 3Y | +12.9% | +75.8% | -62.9% | -4.5% |
| 5Y | +52.8% | +57.8% | -5.0% | +32.3% |
| 10Y | +49.8% | +219.8% | -170.0% | +0.4% |
| All | +49.8% | +223.7% | -173.9% | +0.4% |
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