+111.7%
KDEF vs VT
+35.7%
+76.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -2.5% | +0.4% | -3.0% | -3.0% |
| 30D | +2.5% | +1.0% | +1.6% | +1.4% |
| 3M | -6.4% | +2.4% | -8.8% | -8.6% |
| 6M | -27.8% | +12.0% | -39.8% | -35.8% |
| YTD | -2.8% | +15.3% | -18.1% | -16.0% |
| 1Y | +1.5% | +22.6% | -21.1% | -16.7% |
| All | +111.7% | +35.7% | +76.0% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling