+1,162.4%
VST vs KR
+161.7%
+1,000.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -6.0% | +2.7% | -8.7% | -6.1% |
| 30D | -18.8% | +11.3% | -30.1% | -19.0% |
| 3M | -8.0% | +22.3% | -30.3% | -8.6% |
| 6M | -10.9% | +5.8% | -16.7% | -11.0% |
| YTD | -18.3% | +11.7% | -30.0% | -18.9% |
| 1Y | -29.9% | +8.9% | -38.8% | -30.3% |
| 3Y | +290.3% | +67.1% | +223.2% | +263.5% |
| 5Y | +635.3% | +80.0% | +555.3% | +572.9% |
| 10Y | +1,162.4% | +156.3% | +1,006.1% | +1,008.2% |
| All | +1,162.4% | +161.7% | +1,000.7% | +1,008.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling