+125.2%
KR vs VT
+221.4%
-96.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | -1.3% | +1.0% | -2.3% | -1.5% |
| 30D | +1.5% | -0.2% | +1.8% | +1.6% |
| 3M | -8.5% | +4.5% | -13.1% | -9.4% |
| 6M | -21.9% | +14.1% | -35.9% | -24.2% |
| YTD | -6.9% | +14.8% | -21.6% | -9.9% |
| 1Y | -14.0% | +21.2% | -35.2% | -17.9% |
| 3Y | +30.3% | +76.6% | -46.3% | +11.1% |
| 5Y | +37.7% | +66.6% | -28.9% | +18.2% |
| 10Y | +125.2% | +222.3% | -97.1% | +56.9% |
| All | +125.2% | +221.4% | -96.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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