+121.9%
KRE vs VMC
+156.6%
-34.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -1.8% | -3.8% | +1.9% | +0.2% |
| 30D | -4.5% | -9.7% | +5.2% | +0.7% |
| 3M | +2.7% | -9.6% | +12.4% | +7.7% |
| 6M | +16.9% | -4.8% | +21.7% | +18.5% |
| YTD | +15.4% | -10.9% | +26.2% | +20.1% |
| 1Y | +16.1% | -15.6% | +31.7% | +24.4% |
| 3Y | +85.7% | +19.3% | +66.4% | +62.1% |
| 5Y | +33.3% | +48.0% | -14.7% | +1.7% |
| All | +121.9% | +156.6% | -34.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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