+186.4%
KBR vs VT
+217.6%
-31.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | -2.2% | -0.1% | -2.0% | -2.0% |
| 30D | +10.1% | -3.1% | +13.1% | +14.1% |
| 3M | +2.1% | -3.5% | +5.5% | +6.2% |
| 6M | +20.6% | +0.5% | +20.2% | +18.8% |
| YTD | -1.9% | +10.8% | -12.7% | -15.2% |
| 1Y | -6.6% | +11.9% | -18.5% | -20.4% |
| 3Y | -23.1% | +73.0% | -96.1% | -63.4% |
| 5Y | -8.0% | +58.6% | -66.6% | -51.8% |
| 10Y | +186.4% | +219.2% | -32.7% | -42.7% |
| All | +186.4% | +217.6% | -31.2% | -42.7% |
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