+22.5%
KRE vs VFC
+37.3%
-14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.4% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | +6.1% | +25.5% | -19.4% | +0.7% |
| 3M | -5.9% | +41.3% | -47.2% | -13.2% |
| 6M | +9.6% | +22.2% | -12.6% | +3.4% |
| YTD | +14.2% | +16.4% | -2.2% | +7.9% |
| 1Y | +22.5% | +38.4% | -15.9% | +8.5% |
| All | +22.5% | +37.3% | -14.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling