+1,079.0%
VST vs KR
+195.7%
+883.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +10.9% | +0.8% | +10.2% | +10.9% |
| 30D | -15.6% | +11.1% | -26.7% | -15.8% |
| 3M | -7.8% | +24.4% | -32.1% | -8.2% |
| 6M | -12.0% | +8.5% | -20.5% | -12.1% |
| YTD | -16.9% | +13.1% | -30.1% | -17.4% |
| 1Y | -25.1% | +9.3% | -34.4% | -25.4% |
| 3Y | +297.1% | +69.3% | +227.8% | +271.5% |
| 5Y | +641.9% | +83.2% | +558.7% | +582.7% |
| 10Y | +1,142.3% | +154.6% | +987.7% | +976.2% |
| All | +1,079.0% | +195.7% | +883.3% | +989.0% |
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