+85.6%
VUG vs KR
+33.5%
+52.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -1.0% | +5.1% | -6.0% | -0.3% |
| 3M | +3.5% | -8.2% | +11.7% | +2.6% |
| 6M | +14.2% | -18.0% | +32.2% | +11.8% |
| YTD | +8.5% | -4.8% | +13.3% | +7.9% |
| 1Y | +12.9% | -11.0% | +23.9% | +11.7% |
| 3Y | +85.6% | +37.7% | +48.0% | +82.8% |
| All | +85.6% | +33.5% | +52.1% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling