+52.4%
KDEF vs VOO
+27.5%
+24.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -0.7% |
| 7D | +8.7% | +3.3% | +5.4% | +4.6% |
| 30D | -18.7% | -2.7% | -16.0% | -15.5% |
| 3M | -32.9% | -1.7% | -31.2% | -30.9% |
| 6M | -44.9% | +3.1% | -48.0% | -45.6% |
| YTD | -30.0% | +11.9% | -42.0% | -35.5% |
| 1Y | -23.1% | +12.1% | -35.1% | -29.2% |
| All | +52.4% | +27.5% | +24.9% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling