+33.4%
KMPB vs VT
+75.5%
-42.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.4% | +2.4% | -2.8% | -1.2% |
| 30D | +0.6% | -1.5% | +2.2% | +1.1% |
| 3M | +2.3% | -4.1% | +6.5% | +3.7% |
| 6M | +7.0% | +0.6% | +6.5% | +6.5% |
| YTD | +11.5% | +11.0% | +0.4% | +7.0% |
| 1Y | +13.9% | +13.3% | +0.6% | +8.5% |
| 3Y | +61.9% | +73.4% | -11.5% | +28.9% |
| All | +33.4% | +75.5% | -42.2% | +4.5% |
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