+114.5%
KRUS vs VT
+144.5%
-30.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.5% | -4.1% |
| 7D | -6.3% | -0.1% | -6.2% | -6.1% |
| 30D | -13.4% | -0.7% | -12.7% | -12.4% |
| 3M | -5.2% | +4.0% | -9.2% | -11.4% |
| 6M | -30.4% | +12.3% | -42.7% | -43.8% |
| YTD | -19.6% | +14.0% | -33.6% | -36.5% |
| 1Y | -47.3% | +20.3% | -67.6% | -62.0% |
| 3Y | -48.5% | +75.4% | -124.0% | -79.2% |
| 5Y | -7.2% | +66.0% | -73.2% | -56.9% |
| All | +114.5% | +144.5% | -30.0% | -39.0% |
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