+566.2%
KR vs VT
+346.0%
+220.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | +14.3% | -5.0% | +19.2% | +16.2% |
| 3M | +18.9% | -4.9% | +23.8% | +20.8% |
| 6M | +3.8% | -1.5% | +5.3% | +3.8% |
| YTD | +10.2% | +8.5% | +1.7% | +5.9% |
| 1Y | +9.2% | +11.4% | -2.2% | +3.7% |
| 3Y | +60.3% | +70.1% | -9.8% | +27.1% |
| 5Y | +78.3% | +53.7% | +24.6% | +45.7% |
| 10Y | +169.9% | +220.0% | -50.1% | +55.1% |
| All | +566.2% | +346.0% | +220.1% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling