+144.3%
KBR vs VT
+222.7%
-78.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.9% |
| 7D | -7.2% | +2.9% | -10.0% | -10.4% |
| 30D | -0.3% | -2.5% | +2.3% | +2.6% |
| 3M | -6.9% | -3.3% | -3.5% | -3.4% |
| 6M | +11.1% | +1.5% | +9.6% | +7.8% |
| YTD | -10.9% | +11.4% | -22.3% | -23.6% |
| 1Y | -15.5% | +11.9% | -27.4% | -28.1% |
| 3Y | -30.2% | +73.9% | -104.1% | -67.0% |
| 5Y | -16.7% | +57.9% | -74.6% | -56.0% |
| All | +144.3% | +222.7% | -78.4% | -53.5% |
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