-8.0%
VST vs KRMN
+17.4%
-25.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -11.3% | +10.9% | +1.8% |
| 7D | +5.3% | -12.9% | +18.2% | +8.1% |
| 30D | +5.8% | -43.3% | +49.1% | +18.3% |
| 3M | +3.5% | -27.2% | +30.7% | +8.6% |
| 6M | -7.4% | -66.8% | +59.4% | +15.5% |
| YTD | -6.1% | -51.9% | +45.8% | +3.0% |
| 1Y | -21.6% | -43.7% | +22.0% | -19.8% |
| All | -8.0% | +17.4% | -25.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling