+114.6%
KRE vs VST
+866.2%
-751.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | -1.0% |
| 7D | -0.8% | -19.9% | +19.2% | +4.0% |
| 30D | +3.2% | -29.7% | +32.9% | +11.0% |
| 3M | -6.0% | -19.6% | +13.6% | -2.4% |
| 6M | +4.6% | -29.4% | +34.0% | +11.1% |
| YTD | +13.5% | -29.7% | +43.2% | +18.9% |
| 1Y | +22.2% | -40.0% | +62.3% | +32.9% |
| 3Y | +79.8% | +231.0% | -151.2% | -7.6% |
| 5Y | +11.2% | +500.1% | -488.9% | -56.7% |
| 10Y | +116.1% | +1,004.2% | -888.1% | -32.7% |
| All | +114.6% | +866.2% | -751.6% | -32.2% |
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 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