-34.8%
KREF price history and return analytics
+177.2%
-212.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | +7.0% | -2.3% | +9.3% | +9.3% |
| 30D | -9.1% | -5.0% | -4.2% | -4.9% |
| 3M | -22.7% | -4.9% | -17.8% | -19.0% |
| 6M | -11.2% | -1.5% | -9.7% | -10.0% |
| YTD | -26.1% | +8.5% | -34.6% | -31.5% |
| 1Y | -19.6% | +11.4% | -31.0% | -27.3% |
| 3Y | -33.7% | +70.1% | -103.7% | -59.1% |
| 5Y | -55.5% | +53.7% | -109.2% | -70.1% |
| All | -34.8% | +177.2% | -212.0% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling