-33.4%
KDEF vs VT
+10.7%
-44.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -4.1% | -7.8% | -3.5% |
| 7D | -14.9% | -4.2% | -10.8% | -6.6% |
| 30D | -34.5% | -5.8% | -28.7% | -25.5% |
| 3M | -32.1% | -5.2% | -26.8% | -23.3% |
| 6M | -56.7% | +0.1% | -56.9% | -54.9% |
| YTD | -35.6% | +8.2% | -43.9% | -39.9% |
| 1Y | -33.4% | +10.1% | -43.5% | -39.4% |
| All | -33.4% | +10.7% | -44.1% | -39.4% |
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 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