+99.2%
KRO vs VT
+345.0%
-245.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.1% | -3.9% | -3.4% |
| 7D | -4.4% | -4.2% | -0.3% | +0.4% |
| 30D | -9.4% | -5.8% | -3.6% | -3.0% |
| 3M | +15.3% | -5.2% | +20.6% | +22.7% |
| 6M | -7.5% | +0.1% | -7.7% | -7.5% |
| YTD | +64.7% | +8.2% | +56.5% | +51.3% |
| 1Y | +55.7% | +10.1% | +45.6% | +40.5% |
| 3Y | +2.1% | +69.7% | -67.5% | -41.5% |
| 5Y | -36.3% | +53.4% | -89.7% | -59.4% |
| 10Y | +51.5% | +219.2% | -167.7% | -54.3% |
| All | +99.2% | +345.0% | -245.8% | -46.6% |
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