-18.6%
KRC vs VT
+224.4%
-243.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | -0.3% |
| 7D | -4.3% | -0.7% | -3.6% | -3.5% |
| 30D | +4.1% | -1.7% | +5.8% | +6.0% |
| 3M | +1.0% | -2.3% | +3.3% | +3.5% |
| 6M | +9.0% | +1.5% | +7.4% | +6.6% |
| YTD | +1.8% | +12.0% | -10.2% | -10.8% |
| 1Y | -8.6% | +12.9% | -21.5% | -20.6% |
| 3Y | +52.3% | +74.9% | -22.7% | -17.2% |
| 5Y | -32.6% | +59.9% | -92.5% | -59.6% |
| 10Y | -18.6% | +224.6% | -243.3% | -75.1% |
| All | -18.6% | +224.4% | -243.0% | -75.1% |
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