+48.8%
KR vs VRTX
+173.5%
-124.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | -2.7% | -7.8% | +5.1% | -2.3% |
| 30D | +1.9% | -2.8% | +4.8% | +2.1% |
| 3M | -11.0% | +18.1% | -29.1% | -11.8% |
| 6M | -20.2% | +3.1% | -23.3% | -20.4% |
| YTD | -7.3% | +13.5% | -20.8% | -8.0% |
| 1Y | -13.1% | +32.4% | -45.5% | -14.7% |
| 3Y | +29.7% | +50.0% | -20.3% | +24.0% |
| 5Y | +48.8% | +172.9% | -124.1% | +43.9% |
| All | +48.8% | +173.5% | -124.7% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 5y: compounded portfolio wealth divided by compounded VRTX 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…
5y analysis · Full analysis span regression · 6 months rolling