+40.2%
KRUS vs VT
+140.3%
-100.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -3.5% |
| 7D | -27.3% | -0.7% | -26.6% | -26.5% |
| 30D | -27.9% | -1.7% | -26.1% | -25.8% |
| 3M | -44.4% | -2.3% | -42.0% | -42.3% |
| 6M | -50.8% | +1.5% | -52.4% | -52.5% |
| YTD | -47.5% | +12.0% | -59.5% | -57.4% |
| 1Y | -40.0% | +12.9% | -52.9% | -51.9% |
| 3Y | -47.4% | +74.9% | -122.3% | -78.7% |
| 5Y | -49.6% | +59.9% | -109.5% | -75.2% |
| All | +40.2% | +140.3% | -100.1% | -59.0% |
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