+152.5%
KRE vs VSH
+228.8%
-76.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -0.8% |
| 7D | +2.3% | +6.2% | -3.9% | -0.2% |
| 30D | -2.5% | -11.1% | +8.6% | +1.8% |
| 3M | +6.2% | -44.9% | +51.1% | +28.9% |
| 6M | +15.8% | +90.0% | -74.1% | -22.4% |
| YTD | +16.0% | +118.8% | -102.8% | -27.8% |
| 1Y | +16.2% | +109.0% | -92.8% | -27.2% |
| 3Y | +86.4% | +35.6% | +50.8% | +34.1% |
| 5Y | +33.0% | +66.7% | -33.7% | -15.1% |
| 10Y | +123.0% | +167.9% | -45.0% | +9.5% |
| All | +152.5% | +228.8% | -76.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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