-28.1%
KDEF vs VT
+15.2%
-43.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -3.5% |
| 7D | -6.5% | -0.3% | -6.1% | -5.8% |
| 30D | -28.3% | -1.4% | -26.8% | -26.1% |
| 3M | -23.9% | -1.4% | -22.5% | -21.3% |
| 6M | -49.1% | +5.5% | -54.6% | -52.2% |
| YTD | -26.9% | +12.8% | -39.8% | -37.5% |
| 1Y | -28.1% | +15.4% | -43.5% | -40.2% |
| All | -28.1% | +15.2% | -43.3% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling