+33.0%
KRE vs VST
+761.6%
-728.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | +1.3% | +8.9% | -7.6% | +0.1% |
| 30D | -2.7% | +6.2% | -8.9% | -3.6% |
| 3M | +8.2% | -2.7% | +10.9% | +8.1% |
| 6M | +12.8% | -8.4% | +21.2% | +13.2% |
| YTD | +17.5% | -7.2% | +24.7% | +17.2% |
| 1Y | +16.6% | -20.9% | +37.5% | +18.4% |
| 3Y | +79.5% | +384.0% | -304.5% | +7.1% |
| All | +33.0% | +761.6% | -728.6% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling