+94.0%
KRE vs VST
+1,174.0%
-1,080.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | 0.0% |
| 7D | +0.3% | -6.0% | +6.3% | +1.2% |
| 30D | +5.9% | -18.8% | +24.7% | +10.2% |
| 3M | -3.3% | -8.0% | +4.7% | -2.9% |
| 6M | +5.8% | -10.9% | +16.8% | +6.2% |
| YTD | +14.7% | -18.3% | +33.1% | +15.8% |
| 1Y | +22.0% | -29.9% | +51.9% | +27.7% |
| 3Y | +91.6% | +290.3% | -198.7% | -6.2% |
| 5Y | +13.0% | +635.3% | -622.3% | -58.9% |
| 10Y | +94.0% | +1,162.4% | -1,068.4% | -42.2% |
| All | +94.0% | +1,174.0% | -1,080.0% | -42.2% |
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