+133.4%
KR vs VMC
+156.6%
-23.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.9% | +2.6% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | +5.1% | -9.7% | +14.7% | +6.0% |
| 3M | -8.2% | -9.6% | +1.5% | -7.4% |
| 6M | -18.0% | -4.8% | -13.2% | -17.8% |
| YTD | -4.8% | -10.9% | +6.1% | -4.0% |
| 1Y | -11.0% | -15.6% | +4.6% | -9.9% |
| 3Y | +37.7% | +19.3% | +18.3% | +33.8% |
| 5Y | +52.8% | +48.0% | +4.8% | +44.1% |
| All | +133.4% | +156.6% | -23.2% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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