-27.8%
KDEF vs VT
+12.6%
-40.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -2.5% | +0.4% | -3.0% | -3.4% |
| 30D | +2.5% | +1.0% | +1.6% | +0.5% |
| 3M | -6.4% | +2.4% | -8.8% | -11.0% |
| 6M | -27.8% | +12.0% | -39.8% | -40.1% |
| All | -27.8% | +12.6% | -40.4% | -40.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling