+283.6%
KYMR vs VT
+115.7%
+167.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.8% |
| 7D | -3.2% | +2.4% | -5.5% | -6.7% |
| 30D | +19.4% | -1.5% | +20.9% | +22.7% |
| 3M | +11.5% | -4.1% | +15.6% | +19.4% |
| 6M | +49.0% | +0.6% | +48.5% | +46.8% |
| YTD | +64.0% | +11.0% | +52.9% | +35.7% |
| 1Y | +100.5% | +13.3% | +87.1% | +59.7% |
| 3Y | +751.6% | +73.4% | +678.2% | +243.7% |
| 5Y | +102.8% | +57.4% | +45.4% | -2.5% |
| All | +283.6% | +115.7% | +167.9% | +40.4% |
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