+155.8%
KRE vs VIG
+641.3%
-485.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.9% |
| 30D | -2.7% | -1.0% | -1.7% | -1.3% |
| 3M | +8.2% | +2.8% | +5.4% | +3.8% |
| 6M | +12.8% | +8.2% | +4.6% | +0.5% |
| YTD | +17.5% | +11.0% | +6.5% | +0.9% |
| 1Y | +16.6% | +16.1% | +0.4% | -6.1% |
| 3Y | +79.5% | +56.2% | +23.3% | -4.4% |
| 5Y | +32.4% | +63.0% | -30.6% | -33.4% |
| 10Y | +124.1% | +241.4% | -117.3% | -61.5% |
| All | +155.8% | +641.3% | -485.5% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling