-5.6%
KDEF vs VOO
+17.3%
-22.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.2% |
| 7D | +0.4% | -2.0% | +2.4% | +4.4% |
| 30D | -4.8% | -1.7% | -3.2% | -1.6% |
| 3M | -0.1% | +4.7% | -4.9% | -7.1% |
| 6M | -31.4% | +12.6% | -43.9% | -41.9% |
| YTD | -4.2% | +11.8% | -16.0% | -18.7% |
| 1Y | -5.6% | +17.5% | -23.1% | -25.3% |
| All | -5.6% | +17.3% | -22.9% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling