+230.7%
KBE vs VT
+345.0%
-114.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +2.7% |
| 7D | -0.4% | -4.2% | +3.8% | +4.9% |
| 30D | +3.6% | -5.8% | +9.4% | +11.3% |
| 3M | -6.2% | -5.2% | -1.0% | -0.1% |
| 6M | +4.5% | +0.1% | +4.4% | +3.2% |
| YTD | +11.0% | +8.2% | +2.7% | -1.0% |
| 1Y | +18.6% | +10.1% | +8.5% | +3.5% |
| 3Y | +86.1% | +69.7% | +16.4% | -5.6% |
| 5Y | +32.1% | +53.4% | -21.3% | -23.5% |
| 10Y | +148.7% | +219.2% | -70.5% | -41.4% |
| All | +230.7% | +345.0% | -114.3% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling