-18.0%
VST vs KRMN
+35.0%
-53.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.4% | +10.2% | +2.8% |
| 7D | +19.2% | +26.2% | -7.1% | +12.0% |
| 30D | -17.2% | +34.3% | -51.5% | -22.7% |
| 3M | -8.1% | -34.6% | +26.4% | -1.8% |
| 6M | -8.1% | -35.2% | +27.0% | -3.2% |
| YTD | -16.3% | -44.6% | +28.4% | -12.1% |
| 1Y | -24.1% | -40.2% | +16.1% | -23.0% |
| All | -18.0% | +35.0% | -53.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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