+150.8%
KRE vs VTV
+537.5%
-386.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.5% |
| 7D | -1.4% | -2.1% | +0.6% | +1.5% |
| 30D | -3.9% | -1.3% | -2.6% | -2.1% |
| 3M | +3.6% | +5.6% | -2.0% | -4.1% |
| 6M | +15.4% | +12.4% | +3.0% | -2.1% |
| YTD | +15.2% | +17.6% | -2.4% | -8.2% |
| 1Y | +16.5% | +23.5% | -7.0% | -13.1% |
| 3Y | +85.2% | +67.0% | +18.1% | -7.1% |
| 5Y | +33.1% | +80.5% | -47.4% | -38.9% |
| 10Y | +123.1% | +230.6% | -107.6% | -51.8% |
| All | +150.8% | +537.5% | -386.7% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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