+107.4%
KMPR vs VT
+363.9%
-256.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.7% | +4.2% | +4.0% |
| 7D | +21.3% | -0.3% | +21.6% | +21.7% |
| 30D | +38.6% | -1.4% | +40.0% | +40.5% |
| 3M | +23.0% | -1.4% | +24.4% | +24.5% |
| 6M | +9.0% | +5.5% | +3.6% | +1.3% |
| YTD | -8.9% | +12.8% | -21.7% | -21.8% |
| 1Y | -14.8% | +15.4% | -30.3% | -28.8% |
| 3Y | -7.5% | +76.9% | -84.4% | -52.7% |
| 5Y | -34.5% | +60.4% | -94.9% | -63.1% |
| 10Y | +24.7% | +232.8% | -208.0% | -70.5% |
| All | +107.4% | +363.9% | -256.5% | -69.3% |
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