+114.3%
KRE vs VST
+968.1%
-853.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.6% | -10.7% | -2.6% |
| 7D | +0.3% | -9.8% | +10.1% | +2.1% |
| 30D | +4.8% | -25.1% | +29.9% | +11.1% |
| 3M | -5.1% | -11.6% | +6.5% | -3.8% |
| 6M | +3.3% | -20.9% | +24.2% | +6.7% |
| YTD | +13.3% | -22.3% | +35.6% | +15.8% |
| 1Y | +22.9% | -32.0% | +54.9% | +29.4% |
| 3Y | +82.1% | +262.4% | -180.3% | -8.3% |
| 5Y | +11.0% | +563.4% | -552.3% | -57.8% |
| 10Y | +115.7% | +1,120.7% | -1,005.0% | -34.5% |
| All | +114.3% | +968.1% | -853.8% | -33.9% |
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