+177.1%
KYN vs VT
+374.2%
-197.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | +0.4% | -0.6% | -0.6% |
| 30D | +5.8% | +1.0% | +4.8% | +4.8% |
| 3M | +6.7% | +2.4% | +4.3% | +3.8% |
| 6M | +9.3% | +12.0% | -2.7% | -2.6% |
| YTD | +25.7% | +15.3% | +10.4% | +8.9% |
| 1Y | +30.3% | +22.6% | +7.7% | +6.6% |
| 3Y | +115.5% | +74.7% | +40.9% | +27.2% |
| 5Y | +186.4% | +66.1% | +120.3% | +75.9% |
| 10Y | +93.7% | +225.0% | -131.3% | -24.5% |
| All | +177.1% | +374.2% | -197.0% | -21.2% |
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