+133.4%
VKI vs VT
+346.0%
-212.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | +2.3% | -2.3% | +4.6% | +2.9% |
| 30D | +13.0% | -5.0% | +17.9% | +14.6% |
| 3M | -2.2% | -4.9% | +2.7% | -0.8% |
| 6M | -1.2% | -1.5% | +0.4% | -0.8% |
| YTD | 0.0% | +8.5% | -8.5% | -2.3% |
| 1Y | +3.1% | +11.4% | -8.3% | -0.1% |
| 3Y | +40.6% | +70.1% | -29.4% | +20.6% |
| 5Y | -3.0% | +53.7% | -56.8% | -15.0% |
| 10Y | +31.5% | +220.0% | -188.4% | -8.0% |
| All | +133.4% | +346.0% | -212.6% | +29.3% |
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