+89.3%
KRE vs VST
+1,169.0%
-1,079.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.6% | +10.9% | -12.5% | -4.1% |
| 30D | +4.9% | -15.6% | +20.5% | +8.1% |
| 3M | -4.5% | -7.8% | +3.3% | -4.1% |
| 6M | +7.7% | -12.0% | +19.6% | +8.4% |
| YTD | +14.5% | -16.9% | +31.4% | +15.2% |
| 1Y | +21.5% | -25.1% | +46.6% | +25.1% |
| 3Y | +91.2% | +297.1% | -205.8% | -6.7% |
| 5Y | +11.8% | +641.9% | -630.1% | -59.3% |
| 10Y | +89.3% | +1,142.3% | -1,053.0% | -43.2% |
| All | +89.3% | +1,169.0% | -1,079.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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