+30.9%
KRE vs VFC
-78.7%
+109.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | -1.1% | -2.3% | +1.3% | -0.4% |
| 30D | -3.4% | -13.4% | +10.0% | +0.4% |
| 3M | +3.7% | -23.7% | +27.4% | +10.6% |
| 6M | +14.8% | -24.5% | +39.2% | +21.9% |
| YTD | +14.7% | -27.8% | +42.5% | +23.1% |
| 1Y | +16.0% | -13.5% | +29.5% | +17.1% |
| 3Y | +84.3% | -27.1% | +111.4% | +75.2% |
| 5Y | +30.9% | -79.0% | +109.9% | +108.9% |
| All | +30.9% | -78.7% | +109.5% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling