+65.4%
KRC vs VT
+374.2%
-308.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.6% | +0.4% | +2.1% | +2.0% |
| 30D | -3.9% | +1.0% | -4.9% | -5.0% |
| 3M | +2.1% | +2.4% | -0.3% | -1.2% |
| 6M | +23.2% | +12.0% | +11.2% | +7.0% |
| YTD | +2.8% | +15.3% | -12.6% | -13.8% |
| 1Y | -4.7% | +22.6% | -27.3% | -25.8% |
| 3Y | +17.9% | +74.7% | -56.7% | -38.4% |
| 5Y | -26.4% | +66.1% | -92.5% | -59.2% |
| 10Y | -20.6% | +225.0% | -245.6% | -80.4% |
| All | +65.4% | +374.2% | -308.8% | -73.2% |
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