+8.7%
KMPR vs VT
+224.4%
-215.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | 0.0% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | +25.9% | -1.7% | +27.6% | +27.5% |
| 3M | +34.4% | -2.3% | +36.7% | +36.6% |
| 6M | +15.4% | +1.5% | +13.9% | +12.2% |
| YTD | -11.4% | +12.0% | -23.5% | -21.9% |
| 1Y | -3.2% | +12.9% | -16.0% | -15.3% |
| 3Y | -3.5% | +74.9% | -78.5% | -45.8% |
| 5Y | -34.9% | +59.9% | -94.8% | -60.2% |
| 10Y | +8.7% | +224.6% | -215.9% | -68.7% |
| All | +8.7% | +224.4% | -215.7% | -68.7% |
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 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