+31.7%
KRE vs VYM
+77.5%
-45.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.9% |
| 7D | -1.8% | -0.8% | -1.0% | -0.6% |
| 30D | -4.5% | -2.2% | -2.2% | -1.1% |
| 3M | +2.7% | +3.1% | -0.3% | -2.0% |
| 6M | +16.9% | +9.7% | +7.1% | +0.9% |
| YTD | +15.4% | +14.9% | +0.5% | -7.3% |
| 1Y | +16.1% | +17.6% | -1.5% | -10.0% |
| 3Y | +85.7% | +65.3% | +20.4% | -13.6% |
| All | +31.7% | +77.5% | -45.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling