+3,266.9%
KRYS vs VT
+174.8%
+3,092.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.5% | -3.5% |
| 7D | +1.9% | +0.4% | +1.5% | +1.3% |
| 30D | +10.0% | +1.0% | +9.0% | +8.6% |
| 3M | +16.4% | +2.4% | +14.0% | +12.1% |
| 6M | +35.2% | +12.0% | +23.2% | +15.0% |
| YTD | +45.3% | +15.3% | +30.0% | +18.5% |
| 1Y | +139.2% | +22.6% | +116.6% | +79.5% |
| 3Y | +183.8% | +74.7% | +109.1% | +29.0% |
| 5Y | +511.6% | +66.1% | +445.5% | +209.7% |
| All | +3,266.9% | +174.8% | +3,092.1% | +754.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling