+26.6%
BA vs KRE
+98.5%
-71.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.9% |
| 7D | 0.0% | +0.3% | -0.2% | -0.2% |
| 30D | -8.9% | +5.9% | -14.8% | -12.5% |
| 3M | -25.5% | -3.3% | -22.2% | -23.8% |
| 6M | -27.0% | +5.8% | -32.8% | -30.0% |
| YTD | -20.1% | +14.7% | -34.9% | -28.1% |
| 1Y | -11.0% | +22.0% | -33.0% | -23.6% |
| 3Y | -11.8% | +91.6% | -103.4% | -48.8% |
| 5Y | -20.6% | +13.0% | -33.6% | -32.2% |
| 10Y | +26.6% | +94.0% | -67.4% | -31.8% |
| All | +26.6% | +98.5% | -71.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 KRE 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