-55.1%
KREF vs VOO
+67.5%
-122.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +2.5% |
| 7D | -2.1% | -4.7% | +2.7% | +2.2% |
| 30D | -8.8% | -5.9% | -2.9% | -4.0% |
| 3M | -19.7% | -4.5% | -15.1% | -16.4% |
| 6M | -9.8% | +1.9% | -11.6% | -11.1% |
| YTD | -25.4% | +8.4% | -33.8% | -30.3% |
| 1Y | -21.4% | +9.5% | -30.8% | -27.1% |
| 3Y | -33.3% | +75.3% | -108.6% | -58.8% |
| 5Y | -55.1% | +67.9% | -123.0% | -72.7% |
| All | -55.1% | +67.5% | -122.6% | -72.7% |
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