+166.9%
VEA vs KR
+497.9%
-331.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.1% | -2.7% | +0.6% | -1.5% |
| 30D | -1.1% | +1.9% | -3.0% | -1.5% |
| 3M | +5.1% | -11.0% | +16.1% | +7.3% |
| 6M | +9.8% | -20.2% | +30.0% | +14.3% |
| YTD | +15.9% | -7.3% | +23.2% | +16.4% |
| 1Y | +24.6% | -13.1% | +37.7% | +26.6% |
| 3Y | +75.5% | +29.7% | +45.8% | +59.3% |
| 5Y | +59.4% | +48.8% | +10.6% | +36.0% |
| 10Y | +160.3% | +122.8% | +37.6% | +81.5% |
| All | +166.9% | +497.9% | -331.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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