+121.9%
KRE vs VIG
+250.0%
-128.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | -1.8% | -1.1% | -0.7% | -0.4% |
| 30D | -4.5% | -2.7% | -1.8% | -0.9% |
| 3M | +2.7% | +2.5% | +0.2% | -0.7% |
| 6M | +16.9% | +9.2% | +7.6% | +3.7% |
| YTD | +15.4% | +9.8% | +5.5% | +1.6% |
| 1Y | +16.1% | +12.4% | +3.7% | -0.7% |
| 3Y | +85.7% | +55.9% | +29.8% | +4.5% |
| 5Y | +33.3% | +63.9% | -30.7% | -29.2% |
| All | +121.9% | +250.0% | -128.1% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling