+4,200.1%
KR vs VFC
+827.5%
+3,372.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -2.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +1.5% | -11.9% | +13.5% | +3.3% |
| 3M | -8.5% | -20.2% | +11.6% | -6.1% |
| 6M | -21.9% | -23.0% | +1.1% | -19.8% |
| YTD | -6.9% | -26.2% | +19.3% | -4.2% |
| 1Y | -14.0% | -13.3% | -0.6% | -14.2% |
| 3Y | +30.3% | -25.5% | +55.8% | +21.7% |
| 5Y | +37.7% | -78.1% | +115.8% | +60.6% |
| 10Y | +125.2% | -68.8% | +194.0% | +124.3% |
| All | +4,200.1% | +827.5% | +3,372.6% | +1,712.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling