+122.1%
KRE vs VST
+1,175.7%
-1,053.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.3% |
| 7D | +1.3% | +8.9% | -7.6% | -0.8% |
| 30D | -2.7% | +6.2% | -8.9% | -4.2% |
| 3M | +8.2% | -2.7% | +10.9% | +8.1% |
| 6M | +12.8% | -8.4% | +21.2% | +13.4% |
| YTD | +17.5% | -7.2% | +24.7% | +16.7% |
| 1Y | +16.6% | -20.9% | +37.5% | +19.3% |
| 3Y | +79.5% | +384.0% | -304.5% | -16.2% |
| 5Y | +32.4% | +757.1% | -724.6% | -53.0% |
| All | +122.1% | +1,175.7% | -1,053.6% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling