+111.9%
KBWD vs VT
+379.0%
-267.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.5% | -1.6% | +1.1% | +1.0% |
| 30D | -1.8% | -2.5% | +0.7% | +0.4% |
| 3M | -10.9% | -1.3% | -9.6% | -9.9% |
| 6M | -16.4% | +3.1% | -19.5% | -18.9% |
| YTD | -13.6% | +10.9% | -24.5% | -21.5% |
| 1Y | -10.4% | +12.1% | -22.5% | -19.5% |
| 3Y | +6.2% | +73.9% | -67.7% | -35.6% |
| 5Y | -11.0% | +58.0% | -69.0% | -41.3% |
| 10Y | +40.5% | +225.5% | -184.9% | -48.0% |
| All | +111.9% | +379.0% | -267.1% | -41.4% |
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 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