+588.9%
VST vs KR
+78.8%
+510.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +10.2% |
| 7D | -9.8% | +1.4% | -11.2% | -9.5% |
| 30D | -25.1% | +14.3% | -39.4% | -23.8% |
| 3M | -11.6% | +18.9% | -30.5% | -9.6% |
| 6M | -20.9% | +3.8% | -24.7% | -19.7% |
| YTD | -22.3% | +10.2% | -32.5% | -21.1% |
| 1Y | -32.0% | +9.2% | -41.2% | -31.0% |
| 3Y | +262.4% | +60.3% | +202.1% | +246.7% |
| All | +588.9% | +78.8% | +510.1% | +558.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling