-97.8%
KZIA vs VT
+222.7%
-320.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.8% | -5.9% |
| 7D | -0.7% | +2.9% | -3.6% | -3.1% |
| 30D | -13.6% | -2.5% | -11.0% | -11.0% |
| 3M | -45.7% | -3.3% | -42.3% | -43.5% |
| 6M | -51.4% | +1.5% | -52.9% | -51.4% |
| YTD | +0.9% | +11.4% | -10.5% | -6.4% |
| 1Y | -8.6% | +11.9% | -20.5% | -15.1% |
| 3Y | -78.3% | +73.9% | -152.2% | -84.7% |
| 5Y | -98.8% | +57.9% | -156.7% | -99.1% |
| All | -97.8% | +222.7% | -320.5% | -99.0% |
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