+181.9%
KBR vs VT
+221.4%
-39.6%
-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 | +0.2% | +1.0% | -0.8% | -1.0% |
| 30D | -2.6% | -0.2% | -2.4% | -2.3% |
| 3M | +5.7% | +4.5% | +1.1% | -0.5% |
| 6M | -6.6% | +14.1% | -20.6% | -21.8% |
| YTD | -7.0% | +14.8% | -21.8% | -22.8% |
| 1Y | -23.6% | +21.2% | -44.8% | -40.9% |
| 3Y | -35.7% | +76.6% | -112.3% | -70.1% |
| 5Y | -0.6% | +66.6% | -67.2% | -51.0% |
| 10Y | +181.9% | +222.3% | -40.4% | -45.4% |
| All | +181.9% | +221.4% | -39.6% | -45.4% |
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