-49.8%
KROS vs VT
+173.4%
-223.2%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.4% |
| 7D | +6.7% | +2.9% | +3.8% | +2.8% |
| 30D | -10.2% | -2.5% | -7.7% | -7.1% |
| 3M | -10.0% | -3.3% | -6.7% | -5.9% |
| 6M | -13.5% | +1.5% | -15.0% | -15.0% |
| YTD | -50.5% | +11.4% | -61.8% | -56.6% |
| 1Y | -42.3% | +11.9% | -54.2% | -49.7% |
| 3Y | -65.9% | +73.9% | -139.8% | -83.4% |
| 5Y | -83.7% | +57.9% | -141.6% | -90.7% |
| All | -49.8% | +173.4% | -223.2% | -81.9% |
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