+247.1%
KYMR vs VT
+121.5%
+125.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.2% |
| 7D | -2.7% | -0.1% | -2.6% | -2.5% |
| 30D | +6.3% | -0.7% | +7.0% | +7.4% |
| 3M | +50.1% | +4.0% | +46.1% | +40.4% |
| 6M | +35.7% | +12.3% | +23.4% | +10.7% |
| YTD | +48.3% | +14.0% | +34.3% | +17.5% |
| 1Y | +165.5% | +20.3% | +145.2% | +90.8% |
| 3Y | +509.5% | +75.4% | +434.0% | +141.4% |
| 5Y | +79.9% | +66.0% | +13.9% | -19.6% |
| All | +247.1% | +121.5% | +125.6% | +21.7% |
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