+28.1%
BA vs KRE
+110.3%
-82.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -9.5% | +6.4% | -15.9% | -13.3% |
| 3M | -26.5% | -3.1% | -23.4% | -24.9% |
| 6M | -27.4% | +6.4% | -33.7% | -30.7% |
| YTD | -20.6% | +15.3% | -35.9% | -28.8% |
| 1Y | -11.4% | +23.3% | -34.7% | -24.5% |
| 3Y | -10.8% | +93.6% | -104.5% | -48.6% |
| 5Y | -21.9% | +13.2% | -35.1% | -33.4% |
| 10Y | +28.1% | +103.1% | -75.0% | -32.8% |
| All | +28.1% | +110.3% | -82.2% | -32.8% |
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