-39.1%
KREF vs VOO
+82.6%
-121.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +6.0% | +0.1% | +5.9% | +6.0% |
| 3M | +10.2% | +2.0% | +8.2% | +8.4% |
| 6M | +9.1% | +13.0% | -4.0% | -1.5% |
| YTD | -1.7% | +13.6% | -15.3% | -11.5% |
| 1Y | -12.2% | +20.1% | -32.3% | -24.7% |
| 3Y | -15.7% | +77.6% | -93.2% | -47.9% |
| All | -39.1% | +82.6% | -121.6% | -64.5% |
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