+60.4%
KRG vs VT
+222.7%
-162.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | -0.9% | -0.1% | -0.7% | -0.7% |
| 30D | -1.4% | -0.7% | -0.8% | -0.7% |
| 3M | -8.4% | +4.0% | -12.4% | -13.2% |
| 6M | +3.1% | +12.3% | -9.2% | -11.7% |
| YTD | +13.0% | +14.0% | -1.0% | -5.5% |
| 1Y | +20.6% | +20.3% | +0.3% | -6.0% |
| 3Y | +33.0% | +75.4% | -42.4% | -37.4% |
| 5Y | +60.4% | +66.0% | -5.6% | -18.8% |
| 10Y | +60.4% | +228.2% | -167.8% | -62.3% |
| All | +60.4% | +222.7% | -162.2% | -62.3% |
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