+83.8%
KRE vs VST
+1,139.0%
-1,055.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +0.7% | +6.6% | -5.8% | -0.8% |
| 30D | +6.1% | -12.4% | +18.5% | +8.5% |
| 3M | -5.9% | -9.0% | +3.1% | -5.2% |
| 6M | +9.6% | -6.4% | +16.0% | +8.6% |
| YTD | +14.2% | -17.2% | +31.4% | +14.9% |
| 1Y | +22.5% | -22.0% | +44.5% | +24.7% |
| 3Y | +90.4% | +296.7% | -206.3% | -7.3% |
| 5Y | +11.9% | +637.6% | -625.7% | -59.3% |
| All | +83.8% | +1,139.0% | -1,055.2% | -46.3% |
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