+4,181.3%
KR vs VMC
+3,093.3%
+1,088.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -2.7% | -3.7% | +1.0% | -2.0% |
| 30D | +1.9% | -12.8% | +14.7% | +4.4% |
| 3M | -11.0% | -7.9% | -3.1% | -9.9% |
| 6M | -20.2% | -7.5% | -12.7% | -19.5% |
| YTD | -7.3% | -11.6% | +4.4% | -5.9% |
| 1Y | -13.1% | -14.3% | +1.1% | -11.5% |
| 3Y | +29.7% | +18.5% | +11.2% | +23.1% |
| 5Y | +48.8% | +46.8% | +2.0% | +34.1% |
| 10Y | +122.8% | +153.2% | -30.4% | +70.3% |
| All | +4,181.3% | +3,093.3% | +1,088.0% | +1,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling