-13.3%
KREF price history and return analytics
+194.7%
-208.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.7% |
| 6M | +9.1% | +12.0% | -2.9% | -1.8% |
| YTD | -1.7% | +15.3% | -17.0% | -13.8% |
| 1Y | -12.2% | +22.6% | -34.8% | -27.3% |
| 3Y | -15.7% | +74.7% | -90.3% | -49.2% |
| 5Y | -39.3% | +66.1% | -105.5% | -62.1% |
| All | -13.3% | +194.7% | -208.0% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling