+72.3%
BA vs KRE
+122.6%
-50.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | +2.5% | +2.3% | +0.1% | +0.9% |
| 30D | -10.1% | -2.5% | -7.6% | -8.6% |
| 3M | -2.4% | +6.2% | -8.6% | -6.6% |
| 6M | -8.8% | +15.8% | -24.6% | -17.7% |
| YTD | -2.9% | +16.0% | -18.9% | -13.2% |
| 1Y | -8.8% | +16.2% | -24.9% | -19.1% |
| 3Y | -0.3% | +86.4% | -86.7% | -41.0% |
| 5Y | -0.3% | +33.0% | -33.3% | -25.6% |
| 10Y | +72.3% | +123.0% | -50.7% | -16.7% |
| All | +72.3% | +122.6% | -50.2% | -16.7% |
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