-54.3%
KROS vs VT
+173.3%
-227.6%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -5.2% |
| 7D | -14.8% | +0.4% | -15.1% | -14.9% |
| 30D | -23.3% | -2.6% | -20.7% | -20.5% |
| 3M | -17.8% | -3.2% | -14.5% | -14.1% |
| 6M | -24.0% | +0.9% | -25.0% | -24.8% |
| YTD | -55.0% | +11.3% | -66.3% | -60.5% |
| 1Y | -43.4% | +14.0% | -57.4% | -51.7% |
| 3Y | -68.9% | +75.8% | -144.7% | -85.0% |
| 5Y | -84.6% | +57.8% | -142.4% | -91.1% |
| All | -54.3% | +173.3% | -227.6% | -83.5% |
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