+150.8%
KRE vs VWO
+241.5%
-90.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | -1.4% | -1.7% | +0.3% | -0.2% |
| 30D | -3.9% | -0.3% | -3.6% | -3.8% |
| 3M | +3.6% | +4.0% | -0.3% | +0.3% |
| 6M | +15.4% | +8.1% | +7.3% | +7.9% |
| YTD | +15.2% | +11.6% | +3.6% | +5.1% |
| 1Y | +16.5% | +16.2% | +0.2% | +2.9% |
| 3Y | +85.2% | +63.3% | +21.9% | +26.6% |
| 5Y | +33.1% | +33.4% | -0.3% | +5.4% |
| 10Y | +123.1% | +113.3% | +9.7% | +24.9% |
| All | +150.8% | +241.5% | -90.7% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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