+155.8%
KRE vs VMC
+345.6%
-189.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +1.3% | -4.3% | +5.6% | +3.6% |
| 30D | -2.7% | -8.2% | +5.6% | +1.6% |
| 3M | +8.2% | -7.0% | +15.2% | +11.5% |
| 6M | +12.8% | -10.8% | +23.6% | +18.4% |
| YTD | +17.5% | -7.4% | +24.9% | +19.9% |
| 1Y | +16.6% | -9.5% | +26.1% | +20.3% |
| 3Y | +79.5% | +20.5% | +59.0% | +57.5% |
| 5Y | +32.4% | +51.6% | -19.1% | +1.6% |
| 10Y | +124.1% | +150.0% | -25.9% | +25.3% |
| All | +155.8% | +345.6% | -189.9% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling