+653.5%
KR vs VYM
+488.1%
+165.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.3% |
| 7D | -0.2% | -0.8% | +0.6% | +0.3% |
| 30D | +5.1% | -2.2% | +7.3% | +6.3% |
| 3M | -8.2% | +3.1% | -11.2% | -9.6% |
| 6M | -18.0% | +9.7% | -27.7% | -22.1% |
| YTD | -4.8% | +14.9% | -19.7% | -11.8% |
| 1Y | -11.0% | +17.6% | -28.6% | -18.7% |
| 3Y | +37.7% | +65.3% | -27.6% | +3.1% |
| 5Y | +52.8% | +78.7% | -25.9% | +9.0% |
| 10Y | +128.8% | +208.2% | -79.4% | +14.2% |
| All | +653.5% | +488.1% | +165.4% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling