+22.9%
KRE vs VST
-31.4%
+54.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.6% | -10.7% | -0.2% |
| 7D | +0.3% | -9.8% | +10.1% | +0.3% |
| 30D | +4.8% | -25.1% | +29.9% | +5.1% |
| 3M | -5.1% | -11.6% | +6.5% | -5.3% |
| 6M | +3.3% | -20.9% | +24.2% | +3.1% |
| YTD | +13.3% | -22.3% | +35.6% | +13.9% |
| 1Y | +22.9% | -32.0% | +54.9% | +23.0% |
| All | +22.9% | -31.4% | +54.2% | +23.0% |
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