+1,164.9%
VST vs KR
+159.1%
+1,005.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.1% |
| 7D | +6.6% | +4.6% | +2.0% | +6.5% |
| 30D | -12.4% | +12.2% | -24.6% | -12.6% |
| 3M | -9.0% | +24.6% | -33.6% | -9.5% |
| 6M | -6.4% | +8.2% | -14.6% | -6.5% |
| YTD | -17.2% | +15.3% | -32.5% | -17.8% |
| 1Y | -22.0% | +9.8% | -31.8% | -22.4% |
| 3Y | +296.7% | +71.4% | +225.3% | +269.6% |
| 5Y | +637.6% | +85.1% | +552.5% | +575.0% |
| All | +1,164.9% | +159.1% | +1,005.7% | +1,027.1% |
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