+150.8%
KRE vs VNQ
+237.7%
-86.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.2% |
| 7D | -1.4% | -2.6% | +1.2% | +0.6% |
| 30D | -3.9% | -2.3% | -1.6% | -2.2% |
| 3M | +3.6% | -2.8% | +6.4% | +5.8% |
| 6M | +15.4% | +2.5% | +12.9% | +13.0% |
| YTD | +15.2% | +8.4% | +6.8% | +7.9% |
| 1Y | +16.5% | +6.8% | +9.7% | +10.4% |
| 3Y | +85.2% | +29.9% | +55.2% | +51.3% |
| 5Y | +33.1% | +7.2% | +25.9% | +25.6% |
| 10Y | +123.1% | +62.5% | +60.5% | +53.8% |
| All | +150.8% | +237.7% | -86.9% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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