-46.6%
VFC vs KRMN
+32.3%
-78.9%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.1% | -1.7% |
| 7D | +0.8% | -3.4% | +4.2% | +1.6% |
| 30D | -11.9% | -31.8% | +19.9% | -3.9% |
| 3M | -20.2% | -20.0% | -0.1% | -16.8% |
| 6M | -23.0% | -60.5% | +37.5% | -6.3% |
| YTD | -26.2% | -45.8% | +19.5% | -19.8% |
| 1Y | -13.3% | -36.4% | +23.0% | -12.8% |
| All | -46.6% | +32.3% | -78.9% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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