+133.4%
KR vs VFC
-69.1%
+202.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +2.6% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | +5.1% | -9.0% | +14.0% | +5.3% |
| 3M | -8.2% | -24.2% | +16.0% | -7.6% |
| 6M | -18.0% | -18.5% | +0.5% | -17.7% |
| YTD | -4.8% | -25.9% | +21.1% | -4.3% |
| 1Y | -11.0% | -13.0% | +2.0% | -11.1% |
| 3Y | +37.7% | -20.3% | +58.0% | +34.0% |
| 5Y | +52.8% | -78.1% | +130.9% | +66.7% |
| All | +133.4% | -69.1% | +202.5% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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