+157.2%
VRT vs KRMN
+33.3%
+123.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.7% |
| 7D | +9.1% | -12.3% | +21.4% | +12.9% |
| 30D | +0.9% | -27.5% | +28.4% | +9.8% |
| 3M | -13.4% | -26.5% | +13.1% | -6.9% |
| 6M | +11.7% | -59.6% | +71.3% | +39.9% |
| YTD | +73.2% | -45.4% | +118.6% | +86.2% |
| 1Y | +123.4% | -25.1% | +148.5% | +106.1% |
| All | +157.2% | +33.3% | +123.9% | +64.3% |
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