+159.9%
KB vs VT
+374.2%
-214.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | +3.6% | +0.4% | +3.2% | +3.1% |
| 30D | +6.6% | +1.0% | +5.7% | +5.4% |
| 3M | +19.7% | +2.4% | +17.3% | +16.4% |
| 6M | +21.5% | +12.0% | +9.5% | +5.5% |
| YTD | +49.6% | +15.3% | +34.2% | +25.4% |
| 1Y | +64.5% | +22.6% | +41.9% | +27.8% |
| 3Y | +247.3% | +74.7% | +172.6% | +70.8% |
| 5Y | +232.8% | +66.1% | +166.7% | +72.1% |
| 10Y | +332.2% | +225.0% | +107.2% | -11.4% |
| All | +159.9% | +374.2% | -214.3% | -67.6% |
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