-19.6%
KREF vs VOO
+9.9%
-29.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +7.0% | -2.7% | +9.7% | +9.6% |
| 30D | -9.1% | -5.4% | -3.8% | -4.6% |
| 3M | -22.7% | -4.1% | -18.7% | -19.7% |
| 6M | -11.2% | +0.7% | -12.0% | -11.5% |
| YTD | -26.1% | +8.7% | -34.8% | -30.9% |
| 1Y | -19.6% | +11.0% | -30.6% | -25.6% |
| All | -19.6% | +9.9% | -29.6% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling