+119.2%
KBE vs VT
+224.4%
-105.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.0% |
| 30D | +5.2% | -1.7% | +6.9% | +7.2% |
| 3M | -4.9% | -2.3% | -2.6% | -2.6% |
| 6M | +7.1% | +1.5% | +5.6% | +4.1% |
| YTD | +11.7% | +12.0% | -0.3% | -4.3% |
| 1Y | +17.9% | +12.9% | +5.0% | 0.0% |
| 3Y | +94.8% | +74.9% | +19.9% | -4.3% |
| 5Y | +32.8% | +59.9% | -27.2% | -26.3% |
| 10Y | +119.2% | +224.6% | -105.4% | -48.5% |
| All | +119.2% | +224.4% | -105.2% | -48.5% |
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