+59.1%
KDEF vs VT
+32.8%
+26.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -2.5% |
| 7D | -6.5% | -0.3% | -6.1% | -6.0% |
| 30D | -28.3% | -1.4% | -26.8% | -26.7% |
| 3M | -23.9% | -1.4% | -22.5% | -22.0% |
| 6M | -49.1% | +5.5% | -54.6% | -51.3% |
| YTD | -26.9% | +12.8% | -39.8% | -34.7% |
| 1Y | -28.1% | +15.4% | -43.5% | -37.1% |
| All | +59.1% | +32.8% | +26.4% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling