-74.1%
KWY vs VT
+355.4%
-429.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | -14.1% | -0.1% | -14.0% | -14.0% |
| 30D | -10.2% | -3.1% | -7.2% | -8.6% |
| 3M | -15.9% | -3.5% | -12.4% | -14.2% |
| 6M | -28.5% | +0.5% | -28.9% | -28.8% |
| YTD | -37.2% | +10.8% | -48.0% | -41.0% |
| 1Y | -37.3% | +11.9% | -49.2% | -41.4% |
| 3Y | +14.2% | +73.0% | -58.8% | -17.8% |
| 5Y | +54.0% | +58.6% | -4.6% | +14.8% |
| 10Y | +52.1% | +219.2% | -167.1% | -33.0% |
| All | -74.1% | +355.4% | -429.5% | -93.1% |
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