+718.7%
KR vs VIG
+614.0%
+104.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | -3.1% | -1.2% | -1.9% | -2.4% |
| 30D | +0.6% | -2.8% | +3.4% | +2.3% |
| 3M | -9.8% | +2.5% | -12.2% | -11.1% |
| 6M | -22.1% | +8.1% | -30.2% | -25.8% |
| YTD | -8.1% | +9.6% | -17.7% | -13.2% |
| 1Y | -14.7% | +14.2% | -28.8% | -21.4% |
| 3Y | +28.6% | +56.1% | -27.5% | -3.4% |
| 5Y | +36.4% | +62.8% | -26.5% | -1.2% |
| 10Y | +120.8% | +248.2% | -127.4% | -8.6% |
| All | +718.7% | +614.0% | +104.7% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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