+40.2%
KDEF vs VT
+27.4%
+12.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -6.0% |
| 7D | -14.9% | -4.2% | -10.8% | -9.0% |
| 30D | -34.5% | -5.8% | -28.7% | -28.2% |
| 3M | -32.1% | -5.2% | -26.8% | -25.9% |
| 6M | -56.7% | +0.1% | -56.9% | -55.4% |
| YTD | -35.6% | +8.2% | -43.9% | -38.6% |
| 1Y | -33.4% | +10.1% | -43.5% | -37.5% |
| All | +40.2% | +27.4% | +12.9% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling