+33.1%
KRE vs VEU
+53.0%
-19.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.7% |
| 7D | -1.4% | -1.9% | +0.5% | +0.4% |
| 30D | -3.9% | -0.7% | -3.2% | -3.3% |
| 3M | +3.6% | +4.9% | -1.2% | -1.6% |
| 6M | +15.4% | +9.8% | +5.5% | +3.8% |
| YTD | +15.2% | +15.3% | -0.1% | -1.9% |
| 1Y | +16.5% | +23.0% | -6.6% | -7.6% |
| 3Y | +85.2% | +73.5% | +11.7% | +0.7% |
| 5Y | +33.1% | +54.5% | -21.4% | -15.6% |
| All | +33.1% | +53.0% | -19.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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