+52.0%
KR vs VYM
+77.5%
-25.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +5.1% | -2.2% | +7.3% | +6.0% |
| 3M | -8.2% | +3.1% | -11.2% | -9.2% |
| 6M | -18.0% | +9.7% | -27.7% | -21.1% |
| YTD | -4.8% | +14.9% | -19.7% | -10.3% |
| 1Y | -11.0% | +17.6% | -28.6% | -17.1% |
| 3Y | +37.7% | +65.3% | -27.6% | +5.0% |
| All | +52.0% | +77.5% | -25.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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