+133.4%
KR vs VTR
+99.2%
+34.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +5.1% | +1.1% | +3.9% | +5.0% |
| 3M | -8.2% | +7.9% | -16.1% | -8.4% |
| 6M | -18.0% | +6.2% | -24.2% | -18.2% |
| YTD | -4.8% | +17.7% | -22.5% | -5.2% |
| 1Y | -11.0% | +32.9% | -43.9% | -11.7% |
| 3Y | +37.7% | +129.7% | -92.0% | +35.4% |
| 5Y | +52.8% | +89.3% | -36.5% | +50.1% |
| All | +133.4% | +99.2% | +34.2% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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