+149.6%
KRE vs VTR
+493.8%
-344.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -1.1% | -2.9% | +1.8% | +0.4% |
| 30D | -3.4% | -2.8% | -0.6% | -2.2% |
| 3M | +3.7% | +9.0% | -5.3% | -1.2% |
| 6M | +14.8% | +5.0% | +9.8% | +10.9% |
| YTD | +14.7% | +16.9% | -2.3% | +4.9% |
| 1Y | +16.0% | +34.3% | -18.3% | -1.3% |
| 3Y | +84.3% | +131.6% | -47.3% | +16.9% |
| 5Y | +30.9% | +88.0% | -57.1% | -9.8% |
| 10Y | +122.0% | +97.8% | +24.2% | +27.5% |
| All | +149.6% | +493.8% | -344.2% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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