+102.4%
KBA vs VT
+222.7%
-120.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -0.4% | +2.9% | -3.3% | -2.4% |
| 30D | -7.4% | -2.5% | -4.9% | -5.7% |
| 3M | -16.0% | -3.3% | -12.7% | -14.0% |
| 6M | -18.4% | +1.5% | -19.9% | -19.3% |
| YTD | -8.4% | +11.4% | -19.7% | -15.0% |
| 1Y | -5.6% | +11.9% | -17.5% | -12.7% |
| 3Y | +39.4% | +73.9% | -34.5% | -6.5% |
| 5Y | +15.5% | +57.9% | -42.4% | -17.4% |
| All | +102.4% | +222.7% | -120.3% | -13.3% |
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 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