+155.8%
KRE vs VFC
+50.1%
+105.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.6% |
| 7D | +1.3% | -1.6% | +2.9% | +2.0% |
| 30D | -2.7% | -11.6% | +9.0% | +2.9% |
| 3M | +8.2% | -18.1% | +26.3% | +16.3% |
| 6M | +12.8% | -27.4% | +40.2% | +26.7% |
| YTD | +17.5% | -24.8% | +42.3% | +29.1% |
| 1Y | +16.6% | -8.2% | +24.8% | +14.0% |
| 3Y | +79.5% | -29.1% | +108.6% | +58.1% |
| 5Y | +32.4% | -79.2% | +111.6% | +132.4% |
| 10Y | +124.1% | -68.1% | +192.2% | +177.0% |
| All | +155.8% | +50.1% | +105.6% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling