+133.4%
KR vs VCLT
+17.1%
+116.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.4% | +1.2% | -0.3% |
| 30D | +5.1% | -1.2% | +6.2% | +4.9% |
| 3M | -8.2% | -4.8% | -3.4% | -8.6% |
| 6M | -18.0% | -2.6% | -15.4% | -18.2% |
| YTD | -4.8% | -3.3% | -1.4% | -5.0% |
| 1Y | -11.0% | -4.8% | -6.2% | -11.4% |
| 3Y | +37.7% | +11.5% | +26.1% | +38.9% |
| 5Y | +52.8% | -17.0% | +69.8% | +46.8% |
| All | +133.4% | +17.1% | +116.3% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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