+103.2%
KBA vs VT
+214.8%
-111.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.0% |
| 7D | -0.5% | -4.2% | +3.6% | +2.5% |
| 30D | -8.1% | -5.8% | -2.3% | -4.2% |
| 3M | -15.1% | -5.2% | -9.9% | -11.9% |
| 6M | -15.4% | +0.1% | -15.5% | -15.4% |
| YTD | -8.0% | +8.2% | -16.2% | -12.9% |
| 1Y | -4.8% | +10.1% | -14.9% | -11.0% |
| 3Y | +38.5% | +69.7% | -31.1% | -5.5% |
| 5Y | +17.5% | +53.4% | -35.9% | -14.1% |
| All | +103.2% | +214.8% | -111.6% | -8.2% |
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 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