+0.7%
KR vs VG
-34.8%
+35.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.9% |
| 7D | -2.7% | +7.0% | -9.7% | -2.6% |
| 30D | +1.9% | +17.2% | -15.3% | +2.1% |
| 3M | -11.0% | +16.8% | -27.8% | -10.9% |
| 6M | -20.2% | +36.3% | -56.5% | -19.5% |
| YTD | -7.3% | +127.9% | -135.2% | -4.2% |
| 1Y | -13.1% | +11.7% | -24.8% | -13.9% |
| All | +0.7% | -34.8% | +35.5% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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