+310.8%
KYMR vs VT
+115.2%
+195.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | +7.5% | -0.1% | +7.7% | +8.0% |
| 30D | +21.6% | -3.1% | +24.6% | +28.2% |
| 3M | +25.8% | -3.5% | +29.3% | +33.3% |
| 6M | +58.7% | +0.5% | +58.3% | +56.6% |
| YTD | +75.6% | +10.8% | +64.8% | +45.9% |
| 1Y | +123.0% | +11.9% | +111.2% | +81.6% |
| 3Y | +841.0% | +73.0% | +768.1% | +281.3% |
| 5Y | +114.0% | +58.6% | +55.4% | +2.1% |
| All | +310.8% | +115.2% | +195.6% | +51.0% |
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