+22.0%
KRE vs VST
-32.3%
+54.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.5% |
| 7D | +0.3% | -6.0% | +6.3% | +0.2% |
| 30D | +5.9% | -18.8% | +24.7% | +6.1% |
| 3M | -3.3% | -8.0% | +4.7% | -3.6% |
| 6M | +5.8% | -10.9% | +16.8% | +5.3% |
| YTD | +14.7% | -18.3% | +33.1% | +15.2% |
| 1Y | +22.0% | -29.9% | +51.9% | +21.4% |
| All | +22.0% | -32.3% | +54.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling