+523.0%
KBWB vs VT
+386.0%
+137.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | +1.4% |
| 7D | -2.3% | -4.2% | +1.9% | +2.8% |
| 30D | +0.5% | -5.8% | +6.3% | +7.9% |
| 3M | -10.3% | -5.2% | -5.1% | -4.4% |
| 6M | +3.1% | +0.1% | +3.0% | +2.4% |
| YTD | +6.2% | +8.2% | -2.1% | -4.4% |
| 1Y | +16.6% | +10.1% | +6.5% | +2.8% |
| 3Y | +132.4% | +69.7% | +62.7% | +20.7% |
| 5Y | +41.4% | +53.4% | -12.0% | -16.1% |
| 10Y | +201.2% | +219.2% | -18.0% | -22.3% |
| All | +523.0% | +386.0% | +137.0% | +4.7% |
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 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