-8.8%
BA vs KRE
+16.1%
-24.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +2.5% | +2.3% | +0.1% | +1.7% |
| 30D | -10.1% | -2.5% | -7.6% | -9.3% |
| 3M | -2.4% | +6.2% | -8.6% | -4.3% |
| 6M | -8.8% | +15.8% | -24.6% | -12.6% |
| YTD | -2.9% | +16.0% | -18.9% | -7.3% |
| 1Y | -8.8% | +16.2% | -24.9% | -13.1% |
| All | -8.8% | +16.1% | -24.9% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling