-55.4%
KREF vs VOO
+67.9%
-123.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +7.0% | -2.7% | +9.7% | +9.5% |
| 30D | -9.1% | -5.4% | -3.8% | -4.8% |
| 3M | -22.7% | -4.1% | -18.7% | -19.9% |
| 6M | -11.2% | +0.7% | -12.0% | -11.8% |
| YTD | -26.1% | +8.7% | -34.8% | -31.1% |
| 1Y | -19.6% | +11.0% | -30.6% | -26.4% |
| 3Y | -33.7% | +75.5% | -109.1% | -59.1% |
| All | -55.4% | +67.9% | -123.3% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling