-38.3%
KREF vs VOO
+269.2%
-307.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -6.1% | +3.3% | -9.4% | -8.6% |
| 30D | -9.6% | -2.7% | -6.9% | -7.5% |
| 3M | -28.9% | -1.7% | -27.2% | -27.8% |
| 6M | -13.7% | +3.1% | -16.8% | -15.8% |
| YTD | -30.0% | +11.9% | -42.0% | -36.2% |
| 1Y | -28.0% | +12.1% | -40.0% | -34.4% |
| 3Y | -36.1% | +78.6% | -114.7% | -60.4% |
| 5Y | -57.5% | +73.8% | -131.3% | -73.2% |
| All | -38.3% | +269.2% | -307.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling