+48.8%
KR vs VFC
-79.4%
+128.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.9% |
| 7D | -2.7% | -3.3% | +0.6% | -2.7% |
| 30D | +1.9% | -14.0% | +16.0% | +1.9% |
| 3M | -11.0% | -22.6% | +11.5% | -11.1% |
| 6M | -20.2% | -24.7% | +4.5% | -20.2% |
| YTD | -7.3% | -29.0% | +21.7% | -7.3% |
| 1Y | -13.1% | -13.8% | +0.7% | -13.3% |
| 3Y | +29.7% | -28.2% | +58.0% | +27.7% |
| 5Y | +48.8% | -79.0% | +127.8% | +83.3% |
| All | +48.8% | -79.4% | +128.2% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling