-53.4%
KROS vs VT
+166.4%
-219.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.2% |
| 7D | -15.2% | -2.3% | -12.9% | -12.3% |
| 30D | -16.5% | -5.0% | -11.5% | -10.7% |
| 3M | -12.1% | -4.9% | -7.2% | -6.0% |
| 6M | -20.5% | -1.5% | -19.0% | -18.7% |
| YTD | -54.0% | +8.5% | -62.5% | -58.3% |
| 1Y | -42.1% | +11.4% | -53.5% | -49.1% |
| 3Y | -70.5% | +70.1% | -140.5% | -85.2% |
| 5Y | -83.2% | +53.7% | -136.9% | -90.0% |
| All | -53.4% | +166.4% | -219.7% | -82.6% |
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 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