-21.4%
KREF price history and return analytics
+10.7%
-32.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +2.2% |
| 7D | -2.1% | -4.2% | +2.1% | +1.6% |
| 30D | -8.8% | -5.8% | -3.0% | -4.2% |
| 3M | -19.7% | -5.2% | -14.4% | -15.8% |
| 6M | -9.8% | +0.1% | -9.9% | -9.5% |
| YTD | -25.4% | +8.2% | -33.7% | -29.4% |
| 1Y | -21.4% | +10.1% | -31.5% | -26.5% |
| All | -21.4% | +10.7% | -32.0% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling