+52.0%
KR vs VCLT
-17.2%
+69.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | +5.1% | -1.2% | +6.2% | +5.0% |
| 3M | -8.2% | -4.8% | -3.4% | -8.2% |
| 6M | -18.0% | -2.6% | -15.4% | -18.0% |
| YTD | -4.8% | -3.3% | -1.4% | -4.8% |
| 1Y | -11.0% | -4.8% | -6.2% | -11.0% |
| 3Y | +37.7% | +11.5% | +26.1% | +36.2% |
| All | +52.0% | -17.2% | +69.2% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling