+404.2%
KRE vs VCLT
+103.3%
+300.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | -2.5% | -0.6% | -1.9% | -2.5% |
| 3M | +6.2% | -2.2% | +8.5% | +6.1% |
| 6M | +15.8% | -2.9% | +18.7% | +15.6% |
| YTD | +16.0% | -2.1% | +18.1% | +15.8% |
| 1Y | +16.2% | -2.6% | +18.8% | +16.0% |
| 3Y | +86.4% | +12.5% | +73.9% | +88.8% |
| 5Y | +33.0% | -15.3% | +48.2% | +22.5% |
| 10Y | +123.0% | +16.6% | +106.4% | +149.1% |
| All | +404.2% | +103.3% | +300.9% | +789.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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