-9.1%
VST vs KRMN
+33.3%
-42.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.8% |
| 7D | +8.9% | -12.3% | +21.2% | +11.7% |
| 30D | +6.2% | -27.5% | +33.7% | +13.1% |
| 3M | -2.7% | -26.5% | +23.8% | +2.3% |
| 6M | -8.4% | -59.6% | +51.2% | +9.5% |
| YTD | -7.2% | -45.4% | +38.2% | -0.6% |
| 1Y | -20.9% | -25.1% | +4.2% | -25.8% |
| All | -9.1% | +33.3% | -42.4% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling