+133.9%
KBE vs VT
+223.7%
-89.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | -1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.7% |
| 30D | +6.3% | -2.6% | +8.9% | +9.5% |
| 3M | -3.5% | -3.2% | -0.3% | 0.0% |
| 6M | +6.0% | +0.9% | +5.0% | +3.7% |
| YTD | +12.5% | +11.3% | +1.2% | -2.8% |
| 1Y | +19.6% | +14.0% | +5.6% | +0.2% |
| 3Y | +97.9% | +75.8% | +22.0% | -3.4% |
| 5Y | +34.5% | +57.8% | -23.3% | -24.0% |
| 10Y | +133.9% | +219.8% | -85.9% | -41.2% |
| All | +133.9% | +223.7% | -89.8% | -41.2% |
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