+1,002.6%
VST vs KR
+188.0%
+814.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.5% | +13.0% | +10.6% |
| 7D | -9.8% | +1.4% | -11.2% | -9.8% |
| 30D | -25.1% | +14.3% | -39.4% | -25.4% |
| 3M | -11.6% | +18.9% | -30.5% | -12.0% |
| 6M | -20.9% | +3.8% | -24.7% | -20.9% |
| YTD | -22.3% | +10.2% | -32.5% | -22.8% |
| 1Y | -32.0% | +9.2% | -41.2% | -32.4% |
| 3Y | +262.4% | +60.3% | +202.1% | +240.2% |
| 5Y | +563.4% | +78.3% | +485.1% | +510.6% |
| 10Y | +1,120.7% | +169.9% | +950.8% | +987.2% |
| All | +1,002.6% | +188.0% | +814.5% | +918.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling