-14.0%
KREF vs VT
+75.0%
-89.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.8% | +0.4% | +0.3% | +0.4% |
| 30D | +6.0% | +1.0% | +5.0% | +5.1% |
| 3M | +10.2% | +2.4% | +7.8% | +7.6% |
| 6M | +9.1% | +12.0% | -2.9% | -2.6% |
| YTD | -1.7% | +15.3% | -17.0% | -14.8% |
| 1Y | -12.2% | +22.6% | -34.8% | -28.8% |
| All | -14.0% | +75.0% | -89.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling