-53.5%
KROS vs VT
+172.0%
-225.5%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.3% |
| 7D | -13.9% | -0.1% | -13.7% | -13.4% |
| 30D | -21.9% | -3.1% | -18.9% | -18.6% |
| 3M | -12.7% | -3.5% | -9.2% | -8.5% |
| 6M | -22.7% | +0.5% | -23.2% | -23.0% |
| YTD | -54.2% | +10.8% | -65.0% | -59.5% |
| 1Y | -45.2% | +11.9% | -57.1% | -52.3% |
| 3Y | -68.4% | +73.0% | -141.4% | -84.5% |
| 5Y | -84.3% | +58.6% | -142.9% | -91.0% |
| All | -53.5% | +172.0% | -225.5% | -83.2% |
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 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