+101.2%
KBA vs VT
+221.8%
-120.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.8% | +2.4% | -3.2% | -2.4% |
| 30D | -5.3% | -1.5% | -3.8% | -4.3% |
| 3M | -15.9% | -4.1% | -11.8% | -13.4% |
| 6M | -20.1% | +0.6% | -20.7% | -20.4% |
| YTD | -8.9% | +11.0% | -19.9% | -15.3% |
| 1Y | -6.6% | +13.3% | -20.0% | -14.5% |
| 3Y | +37.7% | +73.4% | -35.7% | -7.4% |
| 5Y | +14.8% | +57.4% | -42.6% | -17.7% |
| All | +101.2% | +221.8% | -120.5% | -13.6% |
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 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