+34.0%
KRE vs VSXY
+37.7%
-3.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.6% |
| 7D | -1.1% | -10.7% | +9.7% | +0.6% |
| 30D | -3.4% | -24.3% | +20.9% | +1.0% |
| 3M | +3.7% | +1.0% | +2.7% | +2.6% |
| 6M | +14.8% | +57.4% | -42.6% | +2.0% |
| YTD | +14.7% | +39.8% | -25.1% | +3.7% |
| 1Y | +16.0% | +196.5% | -180.5% | -10.7% |
| 3Y | +84.3% | +357.2% | -273.0% | +18.6% |
| 5Y | +30.9% | +18.9% | +12.0% | +3.5% |
| All | +34.0% | +37.7% | -3.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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