+148.6%
KRE vs VO
+577.8%
-429.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.7% | +3.1% | -2.4% | -2.9% |
| 30D | +6.1% | +2.2% | +3.9% | +3.3% |
| 3M | -5.9% | -2.5% | -3.4% | -3.2% |
| 6M | +9.6% | +7.0% | +2.6% | +0.7% |
| YTD | +14.2% | +14.0% | +0.2% | -2.9% |
| 1Y | +22.5% | +15.6% | +6.9% | +2.4% |
| 3Y | +90.4% | +66.2% | +24.2% | +4.8% |
| 5Y | +11.9% | +36.6% | -24.8% | -22.2% |
| 10Y | +88.8% | +199.0% | -110.2% | -46.7% |
| All | +148.6% | +577.8% | -429.2% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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