+102.8%
KBA vs VT
+215.5%
-112.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.6% | -2.3% | +2.9% | +2.2% |
| 30D | -7.5% | -5.0% | -2.5% | -4.1% |
| 3M | -15.7% | -4.9% | -10.8% | -12.7% |
| 6M | -17.0% | -1.5% | -15.4% | -16.0% |
| YTD | -8.2% | +8.5% | -16.6% | -13.2% |
| 1Y | -5.6% | +11.4% | -17.0% | -12.5% |
| 3Y | +37.2% | +70.1% | -32.9% | -6.6% |
| 5Y | +17.3% | +53.7% | -36.4% | -14.4% |
| All | +102.8% | +215.5% | -112.7% | -8.5% |
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